# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0002071691-26-015451
**Filing Date:** 2026-6
**Character Count:** 9007750
**Document Hash:** 7221dc0f48c169c5e7ef274dfab39d32
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015451.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015451

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 261124717

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Core Universal USD Bond ETF (Series ID: S000045644)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000141927 | iShares Core Universal USD Bond ETF | IUSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Core Universal USD Bond ETF

- **b. EDGAR series identifier (if any):** S000045644

- **c. LEI of Series:** 549300IWM5U5LVTDP761

**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:** $37733070885.26

**Total Liabilities:** $1193996190.64

**Net Assets:** $36539074694.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18635.86000000 | **1-Year:** 375540.11000000 | **5-Year:** 5360339.78000000 | **10-Year:** 2718707.27000000 | **30-Year:** 3050065.09000000

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

- **3-Month:** 1984.07000000 | **1-Year:** 74451.49000000 | **5-Year:** 541663.37000000 | **10-Year:** 127706.23000000 | **30-Year:** 138270.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141927 | 1.49%                | -1.77%               | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-491410.83              | $413833329.83                              |
| Month 2  | $-3932944.50             | $-774353747.15                             |
| Month 3  | $-3433574.38             | $-16917285.44                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     530000 | PA      | $503617.67     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     590000 | PA      | $534752.49     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     475000 | PA      | $482389.80     | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                                                            | ABB Finance USA, Inc.                                                                                                         | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     445000 | PA      | $391371.93     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                                                            | ABB Finance USA, Inc.                                                                                                         | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     955000 | PA      | $946667.93     | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| A&K Travel Group Holdings Ltd.                                                   | A&K Travel Group Holdings Ltd.                                                                                                | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |     315000 | PA      | $316436.00     | 0.00%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                                | ACCO Brands Corp.                                                                                                             | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     605000 | PA      | $540446.35     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     730000 | PA      | $653443.73     | 0.00%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1570000 | PA      | $1487166.56    | 0.00%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $503406.25     | 0.00%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     485000 | PA      | $491299.12     | 0.00%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBH2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $398501.80     | 0.00%             | 2028-07-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBK5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $393151.73     | 0.00%             | 2031-02-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBL3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $388131.43     | 0.00%             | 2036-02-26      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     570000 | PA      | $442849.36     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     805000 | PA      | $689347.66     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1110158.05    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                       | AGCO Corp.                                                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     685000 | PA      | $704362.28     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     455000 | PA      | $330768.48     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143524.04     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series G                                                                                                     | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     320000 | PA      | $240631.05     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series H                                                                                                     | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     437000 | PA      | $292072.75     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series I                                                                                                     | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     660000 | PA      | $599263.83     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     305000 | PA      | $201435.73     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     320000 | PA      | $315618.84     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     405000 | PA      | $360738.39     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     405000 | PA      | $413024.33     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     690000 | PA      | $707253.78     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     680000 | PA      | $701984.39     | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     785000 | PA      | $754245.62     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series Q                                                                                                     | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     655000 | PA      | $643935.86     | 0.00%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $985554.87     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     800000 | PA      | $787811.55     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     220000 | PA      | $172863.99     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     572000 | PA      | $423561.45     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     420000 | PA      | $335600.59     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $257243.72     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     345000 | PA      | $225647.73     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series M                                                                                            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     670000 | PA      | $484308.01     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series N                                                                                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $209821.66     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series O                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     725000 | PA      | $594990.82     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     846000 | PA      | $795445.90     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     515000 | PA      | $518307.32     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     310000 | PA      | $314949.62     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     434000 | PA      | $442978.07     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     660000 | PA      | $551847.00     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp.                                                               | AHS Hospital Corp.                                                                                                            | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     345000 | PA      | $318823.26     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp.                                                               | AHS Hospital Corp., Series 2021                                                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     408000 | PA      | $248767.39     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     717000 | PA      | $687090.36     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     905000 | PA      | $805911.25     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1040038.36    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1029189.34    | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     515000 | PA      | $502707.80     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132199.79     | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131L2B0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     390000 | PA      | $363854.26     | 0.00%             | 2044-03-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAE5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     665000 | PA      | $586589.99     | 0.00%             | 2046-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     798000 | PA      | $793957.36     | 0.00%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1243000 | PA      | $1222060.91    | 0.00%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1281000 | PA      | $1237910.16    | 0.00%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1910000 | PA      | $1469821.27    | 0.00%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1185000 | PA      | $1207309.67    | 0.00%             | 2027-10-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1175000 | PA      | $1198536.58    | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     560000 | PA      | $571536.57     | 0.00%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     405000 | PA      | $401412.44     | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     695000 | PA      | $657007.26     | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     565000 | PA      | $590416.86     | 0.00%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     780000 | PA      | $808119.53     | 0.00%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $203855.11     | 0.00%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     675000 | PA      | $695695.34     | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     855000 | PA      | $867596.74     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     510000 | PA      | $517591.24     | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     370000 | PA      | $370640.17     | 0.00%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     600000 | PA      | $601925.18     | 0.00%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75513.61      | 0.00%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     585000 | PA      | $584855.52     | 0.00%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     355000 | PA      | $352356.84     | 0.00%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     375000 | PA      | $371342.88     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     745000 | PA      | $731819.05     | 0.00%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     310000 | PA      | $306000.68     | 0.00%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AIG SunAmerica Global Financing X                                                | AIG SunAmerica Global Financing X                                                                                             | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1233804.16    | 0.00%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                        | AHP Health Partners, Inc.                                                                                                     | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     360000 | PA      | $357211.63     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMC Global Media, Inc.                                                           | AMC Global Media, Inc.                                                                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      21000 | PA      | $18395.17      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AMC Global Media, Inc.                                                           | AMC Global Media, Inc.                                                                                                        | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1452704.44    | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                 | AMC Entertainment Holdings, Inc.                                                                                              | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     465000 | PA      | $390916.76     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AMN Healthcare, Inc.                                                             | AMN Healthcare, Inc.                                                                                                          | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     435000 | PA      | $415696.23     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                                             | AMN Healthcare, Inc.                                                                                                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99495.07      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     689000 | PA      | $682880.88     | 0.00%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBJ7<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     514000 | PA      | $507226.34     | 0.00%             | 2028-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     505000 | PA      | $471838.81     | 0.00%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     985000 | PA      | $1007363.61    | 0.00%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                       | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     400000 | PA      | $396243.53     | 0.00%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Ltd.                                                        | ANZ Bank New Zealand Ltd.                                                                                                     | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |     470000 | PA      | $474312.51     | 0.00%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Ltd.                                                        | ANZ Bank New Zealand Ltd.                                                                                                     | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |     490000 | PA      | $504813.07     | 0.00%             | 2034-07-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                                   | ANGI Group LLC                                                                                                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $462177.75     | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                                                               | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $643203.32     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                                                               | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     462000 | PA      | $399209.55     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                               | APi Group DE, Inc.                                                                                                            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     355000 | PA      | $347764.17     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                               | APi Group DE, Inc.                                                                                                            | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     393000 | PA      | $383014.58     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1255000 | PA      | $1243063.28    | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     180000 | PA      | $176518.45     | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                                      | APH Somerset Investor 2 LLC                                                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $745784.62     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARD Finance SA                                                                   | ARD Finance SA                                                                                                                | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |          1 | PA      | $0.00          | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Everforth, Inc.                                                                  | Everforth, Inc.                                                                                                               | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     570000 | PA      | $532398.75     | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                        | ATS Corp.                                                                                                                     | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $341621.05     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                               | APLD ComputeCo LLC                                                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2578060.22    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                        | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     870000 | PA      | $868435.28     | 0.00%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                        | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     900000 | PA      | $940302.39     | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     215000 | PA      | $210505.31     | 0.00%             | 2035-03-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $421795.59     | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     365000 | PA      | $394680.66     | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     800000 | PA      | $772211.15     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1139297.50    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $816940.84     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     742000 | PA      | $634599.32     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2326595.25    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1761956.59    | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     975000 | PA      | $924247.16     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     410000 | PA      | $417955.26     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     652000 | PA      | $686294.40     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     446000 | PA      | $406447.96     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1408631.40    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $815503.06     | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1184215.38    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     567000 | PA      | $519822.40     | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     467000 | PA      | $436643.65     | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     876000 | PA      | $759470.09     | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     850000 | PA      | $811389.02     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2032017.96    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3282000 | PA      | $3255569.44    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     775000 | PA      | $688605.69     | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2933378.45    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     945000 | PA      | $875590.07     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     584000 | PA      | $492315.80     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     436000 | PA      | $376007.70     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $2678103.17    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2806000 | PA      | $2560166.96    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2764000 | PA      | $2128464.58    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3054000 | PA      | $2071099.79    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $955939.29     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     625000 | PA      | $446168.90     | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $632669.86     | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     660000 | PA      | $404161.13     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2641000 | PA      | $2521544.43    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2377000 | PA      | $2073306.37    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7212000 | PA      | $4670409.66    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7277000 | PA      | $4681077.88    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6284000 | PA      | $4005106.30    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3233234.24    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5516000 | PA      | $3675178.31    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2748426.18    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1418970.47    | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1560285.82    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1285588.09    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1103021.63    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1554794.24    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1174690.98    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1706229.66    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1241305.86    | 0.00%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1682121.62    | 0.00%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1374924.17    | 0.00%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1566647.61    | 0.00%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1277985.38    | 0.00%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1185087.18    | 0.00%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     375000 | PA      | $371372.48     | 0.00%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     940000 | PA      | $926234.04     | 0.00%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |     525000 | PA      | $533791.65     | 0.00%             | 2027-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAH6<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |     400000 | PA      | $393361.48     | 0.00%             | 2030-10-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: —       |
| ASG Finance DAC                                                                  | ASG Finance DAC                                                                                                               | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $310703.70     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1062000 | PA      | $773003.16     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     320000 | PA      | $316832.23     | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     505000 | PA      | $496317.22     | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                            | AAR Escrow Issuer LLC                                                                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $662355.36     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2976159.10    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     540000 | PA      | $588923.13     | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     685000 | PA      | $734618.05     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     873000 | PA      | $878614.07     | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1345280.91    | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2996000 | PA      | $2728515.16    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     945000 | PA      | $862574.66     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1286037.70    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     778000 | PA      | $690637.69     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2495720.59    | 0.01%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2748140.87    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2708199.39    | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2887031.43    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2731241.16    | 0.01%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2885704.89    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2674131.11    | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2055998.34    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2259000 | PA      | $2179851.02    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2387520.44    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1005289.17    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1641559.82    | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1493999.73    | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1608988.80    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5038000 | PA      | $4845556.16    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3999000 | PA      | $3505135.80    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5494000 | PA      | $4436335.42    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1791231.99    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     823000 | PA      | $734903.95     | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1148100.73    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $919245.74     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3145246.46    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2341477.29    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3407255.76    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     925000 | PA      | $894662.72     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2876918.85    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1377363.61    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1780036.07    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1338169.73    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1213783.70    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     745000 | PA      | $728140.04     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     995000 | PA      | $988811.18     | 0.00%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     760000 | PA      | $748237.90     | 0.00%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1323576.45    | 0.00%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     920000 | PA      | $899519.53     | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     720000 | PA      | $696848.21     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1091230.16    | 0.00%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: 00386SAB8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1097690.21    | 0.00%             | 2036-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                                     | Academy Ltd.                                                                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     405000 | PA      | $404822.20     | 0.00%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     615000 | PA      | $610379.86     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     550000 | PA      | $539080.72     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     475000 | PA      | $486247.41     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     465000 | PA      | $521103.29     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     465000 | PA      | $390673.52     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1092020.97    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE Capital Trust II                                                                                                          | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     503000 | PA      | $590964.76     | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     630000 | PA      | $628447.31     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1746011.94    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1039231.23    | 0.00%             | 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        |    1555000 | PA      | $1497847.05    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     770000 | PA      | $735242.21     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     555000 | PA      | $527461.83     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     980000 | PA      | $983048.26     | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1254064.16    | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     510000 | PA      | $510609.59     | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     420000 | PA      | $413888.73     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                                     | Acushnet Co.                                                                                                                  | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     310000 | PA      | $311415.43     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting, Inc.                                                     | Acuity Brands Lighting, Inc.                                                                                                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     620000 | PA      | $554115.86     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Adams Homes, Inc.                                                                | Adams Homes, Inc.                                                                                                             | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $408584.02     | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $415250.94     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Adapthealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $643157.33     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Adapthealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $680902.39     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     650000 | PA      | $661849.04     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     540000 | PA      | $563398.36     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     810000 | PA      | $828251.65     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1634813.54    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     587000 | PA      | $591232.52     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     950000 | PA      | $962937.55     | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     705000 | PA      | $700982.92     | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     460000 | PA      | $464551.08     | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $244570.11     | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     410000 | PA      | $415659.78     | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     678000 | PA      | $634772.26     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     380000 | PA      | $362308.36     | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     350000 | PA      | $307310.25     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     405000 | PA      | $411798.05     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     750000 | PA      | $773762.24     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     695000 | PA      | $715381.97     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     537000 | PA      | $532528.25     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     545000 | PA      | $445167.47     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     453000 | PA      | $318632.60     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp., Series 2020                                                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     300000 | PA      | $274659.36     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp., Series 2020                                                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     392000 | PA      | $255463.46     | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1181322.46    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1181000 | PA      | $1169131.14    | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     678000 | PA      | $670856.90     | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     827000 | PA      | $828229.37     | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    3716000 | PA      | $3580029.18    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    4075000 | PA      | $3727062.48    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1230000 | PA      | $1093138.88    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1355000 | PA      | $1088635.95    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     965000 | PA      | $987506.93     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     750000 | PA      | $787372.36     | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1280000 | PA      | $1303627.16    | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     865000 | PA      | $863685.47     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1200000 | PA      | $1214351.20    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     855000 | PA      | $885746.48     | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     835000 | PA      | $833530.70     | 0.00%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1135000 | PA      | $1105266.96    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     515000 | PA      | $517974.19     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $510102.90     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     325000 | PA      | $319058.51     | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     430000 | PA      | $415591.57     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBT1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $296042.25     | 0.00%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBU8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $293125.63     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                | Advantage Sales & Marketing, Inc.                                                                                             | CUSIP: 00775DAC8<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     586997 | PA      | $471419.37     | 0.00%             | 2030-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                            | Aegon Funding Co. LLC                                                                                                         | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |     600000 | PA      | $605263.09     | 0.00%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | AdventHealth Obligated Group, Series E                                                                                        | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     121000 | PA      | $73542.50      | 0.00%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Aercap Sukuk Ltd.                                                                | Aercap Sukuk Ltd.                                                                                                             | CUSIP: 00782EAA1<br>LEI: 391200JQT9N8N6OA4N81 | Long             | DBT              | CORP              | KY        |     110000 | PA      | $108878.83     | 0.00%             | 2029-10-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     460000 | PA      | $447849.77     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     920000 | PA      | $762312.19     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     875000 | PA      | $878998.41     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     536000 | PA      | $543916.05     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     505000 | PA      | $498533.17     | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1010481.92    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     705000 | PA      | $718095.40     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                       | Aegon Ltd.                                                                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     375000 | PA      | $375087.60     | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     344000 | PA      | $232889.32     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405367.05     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133540.09     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System, Series 2025                                                                                          | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     280000 | PA      | $278451.32     | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                              | Aethon United BR LP                                                                                                           | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1144391.44    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     820000 | PA      | $886202.90     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     495000 | PA      | $538542.96     | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     390000 | PA      | $326278.40     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     783000 | PA      | $659881.63     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     485000 | PA      | $351393.02     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                  | Affiliated Managers Group, Inc.                                                                                               | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     580000 | PA      | $545657.91     | 0.00%             | 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        |     450000 | PA      | $449175.93     | 0.00%             | 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        |     450000 | PA      | $444024.98     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |     975000 | PA      | $952387.65     | 0.00%             | 2034-05-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 008281BL0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |     735000 | PA      | $721001.37     | 0.00%             | 2031-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    2010000 | PA      | $2022816.80    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    2669000 | PA      | $2690170.96    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $984586.47     | 0.00%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    2085000 | PA      | $2084162.89    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    2435000 | PA      | $2432025.93    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    1190000 | PA      | $1197582.48    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    1465000 | PA      | $1428939.07    | 0.00%             | 2036-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |     600000 | PA      | $575195.52     | 0.00%             | 2028-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |     400000 | PA      | $404703.36     | 0.00%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |     600000 | PA      | $566536.58     | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |     545000 | PA      | $492083.51     | 0.00%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Affinity Interactive                                                             | Affinity Interactive                                                                                                          | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $288540.70     | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     778000 | PA      | $737275.64     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     910000 | PA      | $825060.64     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1036705.41    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279398.89     | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     565000 | PA      | $555894.16     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     331000 | PA      | $307226.74     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     285000 | PA      | $270707.23     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     625000 | PA      | $531507.26     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     480000 | PA      | $474569.42     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     430000 | PA      | $440750.31     | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     355000 | PA      | $364394.81     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                            | Ahead DB Holdings LLC                                                                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     405000 | PA      | $402501.71     | 0.00%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | Ahold Finance USA LLC                                                                                                         | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     787000 | PA      | $837733.26     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                     | Airbnb, Inc.                                                                                                                  | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     760000 | PA      | $758691.98     | 0.00%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                     | Airbnb, Inc.                                                                                                                  | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     760000 | PA      | $758819.05     | 0.00%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                     | Airbnb, Inc.                                                                                                                  | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     765000 | PA      | $762692.74     | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     658000 | PA      | $653714.22     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     693000 | PA      | $682472.96     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     580000 | PA      | $578461.32     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     615000 | PA      | $462660.81     | 0.00%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAF3<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $938582.07     | 0.00%             | 2029-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     498000 | PA      | $472660.01     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     547000 | PA      | $510484.91     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     865000 | PA      | $799387.95     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     545000 | PA      | $513730.36     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     680000 | PA      | $605326.72     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     204000 | PA      | $207899.28     | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     725000 | PA      | $732667.02     | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     350000 | PA      | $353201.34     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     375000 | PA      | $376819.53     | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR Lease Corp. Sukuk Ltd.                                                       | AIR Lease Corp. Sukuk Ltd.                                                                                                    | CUSIP: 00914QAA5<br>LEI: 549300FDSPH65OVJVS35 | Long             | DBT              | CORP              | KY        |     630000 | PA      | $637865.43     | 0.00%             | 2028-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     656000 | PA      | $641482.68     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     902500 | PA      | $664888.90     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $720931.28     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1026528.43    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1062947.13    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1052707.75    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     750000 | PA      | $758928.70     | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     865000 | PA      | $866644.78     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     490000 | PA      | $491179.35     | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354418.01     | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                                                                     | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    1350000 | PA      | $1338904.21    | 0.00%             | 2027-04-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                                                                     | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     825000 | PA      | $646549.80     | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     335000 | PA      | $324881.92     | 0.00%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     825000 | PA      | $853432.55     | 0.00%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     820000 | PA      | $842417.36     | 0.00%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     485000 | PA      | $497394.53     | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00929JAD8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     450000 | PA      | $446943.93     | 0.00%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAA2<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $887893.75     | 0.00%             | 2031-02-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |     400000 | PA      | $263812.24     | 0.00%             | 2051-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAD6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1600000 | PA      | $1451771.61    | 0.00%             | 2032-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1200000 | PA      | $891289.60     | 0.00%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |     600000 | PA      | $446362.27     | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAG9<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $1009391.57    | 0.00%             | 2028-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAH7<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $1022593.53    | 0.00%             | 2030-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAJ3<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |     800000 | PA      | $818762.83     | 0.00%             | 2033-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAL8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1400000 | PA      | $1418150.19    | 0.00%             | 2028-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1200000 | PA      | $1232769.84    | 0.00%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAN4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1200000 | PA      | $1256059.92    | 0.00%             | 2035-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     852000 | PA      | $820140.38     | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1045000 | PA      | $1004077.36    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     520000 | PA      | $529362.14     | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     765000 | PA      | $796543.57     | 0.00%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     655000 | PA      | $639888.77     | 0.00%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     755000 | PA      | $694397.60     | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     750000 | PA      | $732610.49     | 0.00%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     960000 | PA      | $966237.15     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    1200000 | PA      | $1195993.40    | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     270000 | PA      | $290050.57     | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     345000 | PA      | $364424.92     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     264000 | PA      | $211762.64     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     479000 | PA      | $390465.44     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     728000 | PA      | $559201.19     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     475000 | PA      | $391600.86     | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series B                                                                                                   | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     567000 | PA      | $418712.41     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series A                                                                                                   | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     578000 | PA      | $467269.48     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     653000 | PA      | $454859.06     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series 20-A                                                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     690000 | PA      | $608572.47     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     685000 | PA      | $443263.06     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     608000 | PA      | $382299.58     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     290000 | PA      | $266934.02     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     330000 | PA      | $328140.76     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     660000 | PA      | $634344.38     | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     540000 | PA      | $570324.70     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     520000 | PA      | $524711.90     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series C                                                                                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     510000 | PA      | $504863.06     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines Pass-Through Trust                                               | Alaska Airlines Pass-Through Trust, Series 2020-1, Class A                                                                    | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     964225 | PA      | $963797.18     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     202000 | PA      | $202248.87     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     375000 | PA      | $421505.59     | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     606000 | PA      | $673394.55     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    3195000 | PA      | $3155702.59    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    2870000 | PA      | $2559249.51    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     380000 | PA      | $380115.64     | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     130000 | PA      | $131756.87     | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      15000 | PA      | $14631.71      | 0.00%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1155007.49    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1148990.79    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $763929.63     | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $549004.23     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $666656.23     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1574292.83    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1190294.81    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                       | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    1255000 | PA      | $1295016.96    | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     635000 | PA      | $706807.27     | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     766000 | PA      | $822298.85     | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     507000 | PA      | $531837.15     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     750000 | PA      | $795518.18     | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     330000 | PA      | $320650.54     | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     745000 | PA      | $772957.76     | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1170225.06    | 0.00%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     475000 | PA      | $350669.32     | 0.00%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     520000 | PA      | $481113.54     | 0.00%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     890000 | PA      | $909508.32     | 0.00%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     750000 | PA      | $737680.62     | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     434000 | PA      | $456819.73     | 0.00%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     366000 | PA      | $363003.27     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     742000 | PA      | $735253.56     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     303000 | PA      | $300329.75     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     330000 | PA      | $275540.66     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     970000 | PA      | $892662.02     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     721000 | PA      | $526502.66     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     565000 | PA      | $526363.51     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     905000 | PA      | $904880.00     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     613000 | PA      | $494577.75     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $977694.80     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1113746.97    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     570000 | PA      | $382908.17     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     570000 | PA      | $538720.42     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $430184.21     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     245000 | PA      | $238418.97     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     580000 | PA      | $535480.64     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     480000 | PA      | $475816.23     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     760000 | PA      | $739631.14     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Algoma Steel, Inc.                                                               | Algoma Steel, Inc.                                                                                                            | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $348061.75     | 0.00%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                | Algonquin Power & Utilities Corp.                                                                                             | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |        100 | PA      | $98.81         | 0.00%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     763000 | PA      | $744643.61     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    2825000 | PA      | $2794864.37    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1263000 | PA      | $1146801.65    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1790000 | PA      | $1478001.89    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $828556.36     | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1795000 | PA      | $1620336.04    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1130000 | PA      | $830953.43     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1568000 | PA      | $1046829.63    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     888000 | PA      | $560997.46     | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     660000 | PA      | $673883.53     | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1190000 | PA      | $1229650.16    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     550000 | PA      | $546328.36     | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $389649.56     | 0.00%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     935000 | PA      | $924852.96     | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    1118000 | PA      | $1053587.79    | 0.00%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     854000 | PA      | $622062.36     | 0.00%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     780000 | PA      | $615034.18     | 0.00%             | 2041-05-13      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     480000 | PA      | $336105.55     | 0.00%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    1070000 | PA      | $1078695.92    | 0.00%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     720000 | PA      | $689864.31     | 0.00%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     610000 | PA      | $605672.39     | 0.00%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     515000 | PA      | $509001.05     | 0.00%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     470000 | PA      | $417244.93     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     435000 | PA      | $421921.56     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     720000 | PA      | $470347.73     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     353000 | PA      | $353310.61     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     395000 | PA      | $391280.13     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     402000 | PA      | $399567.82     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     495000 | PA      | $515752.38     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     696000 | PA      | $686913.10     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     705000 | PA      | $721599.49     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | Allegion plc                                                                                                                  | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     530000 | PA      | $510591.07     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     525000 | PA      | $536118.36     | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     461000 | PA      | $462903.78     | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                                  | Allen Media LLC                                                                                                               | CUSIP: 01771YAA8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | DBT              | CORP              | US        |     560000 | PA      | $221846.42     | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     255000 | PA      | $267019.48     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                                                                | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     480000 | PA      | $490496.36     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP                                          | Alliance Resource Operating Partners LP                                                                                       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $433321.96     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                             | Alliant Energy Corp.                                                                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     360000 | PA      | $353552.73     | 0.00%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                                    | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1145000 | PA      | $1198126.33    | 0.00%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1155000 | PA      | $1149720.70    | 0.00%             | 2054-09-03      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     443000 | PA      | $440323.59     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     135000 | PA      | $125390.40     | 0.00%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     595000 | PA      | $614721.00     | 0.00%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     380000 | PA      | $382657.60     | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1140924.65    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     745000 | PA      | $733304.00     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     489000 | PA      | $479431.04     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1184164.70    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1375917.72    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $988381.39     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $781196.41     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     975000 | PA      | $967785.76     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2650115.24    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     595000 | PA      | $612257.94     | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1252061.67    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System, Series 2019                                                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     236000 | PA      | $179473.91     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System, Series 2021                                                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     405000 | PA      | $256464.30     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     485000 | PA      | $483829.67     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     535000 | PA      | $540036.58     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $986359.53     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     470000 | PA      | $474095.29     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76722903 | PA      | $70342935.58   | 0.19%             | 2041-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65500000 | PA      | $52393025.56   | 0.14%             | 2056-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21099000 | PA      | $19852093.41   | 0.05%             | 2041-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21125000 | PA      | $17685910.00   | 0.05%             | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6522000 | PA      | $6210400.43    | 0.02%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1126000 | PA      | $985579.38     | 0.00%             | 2056-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032450<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1526000 | PA      | $1465380.49    | 0.00%             | 2041-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31070000 | PA      | $28277936.39   | 0.08%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040453<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26337000 | PA      | $25657821.44   | 0.07%             | 2041-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22348542 | PA      | $20956126.15   | 0.06%             | 2056-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     960000 | PA      | $952463.31     | 0.00%             | 2041-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43071000 | PA      | $41425932.01   | 0.11%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     293000 | PA      | $295122.60     | 0.00%             | 2041-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82411438 | PA      | $81182703.24   | 0.22%             | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72495000 | PA      | $72855615.50   | 0.20%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -10250000 | PA      | $-10300987.09  | -0.03%            | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41000000 | PA      | $41854133.73   | 0.11%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -900000 | PA      | $-918749.28    | -0.00%            | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     298000 | PA      | $305799.68     | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     722000 | PA      | $746155.11     | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     575000 | PA      | $604895.89     | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     464000 | PA      | $475640.85     | 0.00%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     718000 | PA      | $613355.72     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     778000 | PA      | $618920.02     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     745000 | PA      | $550820.80     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $980128.14     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     710000 | PA      | $722970.60     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     435000 | PA      | $443009.78     | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     940000 | PA      | $887249.36     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     780000 | PA      | $782279.09     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     910000 | PA      | $942426.38     | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     535000 | PA      | $552172.24     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     430000 | PA      | $447215.74     | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     910000 | PA      | $949721.18     | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1069813.60    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     475000 | PA      | $479747.05     | 0.00%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     510000 | PA      | $503074.32     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     390000 | PA      | $396015.71     | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1013843.09    | 0.00%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                      | Ally Auto Receivables Trust, Series 2026-1, Class A3                                                                          | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1987580.73    | 0.01%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                             | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1030406.67    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                             | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     720000 | PA      | $714636.85     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1842268.69    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $1335328.34    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $1460131.29    | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2104000 | PA      | $1048512.03    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1533954.73    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1064971.78    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1153489.25    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     995000 | PA      | $924370.56     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1574921.68    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596944.89     | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1931940.49    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     700000 | PA      | $692194.68     | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3675642.10    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1828638.86    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $3804738.33    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2394586.59    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1997699.59    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1802799.52    | 0.00%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1499826.52    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2961765.47    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2412491.24    | 0.01%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1440753.66    | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1797673.91    | 0.00%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1531369 | PA      | $1563287.97    | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     830793 | PA      | $816254.12     | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     335366 | PA      | $329453.59     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2366221 | PA      | $2328310.96    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1493904 | PA      | $1469290.79    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                              | Altice France Lux 3                                                                                                           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     622000 | PA      | $614217.71     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Alta Equipment Group, Inc.                                                       | Alta Equipment Group, Inc.                                                                                                    | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     530000 | PA      | $506658.05     | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| AltaGas Ltd.                                                                     | AltaGas Ltd.                                                                                                                  | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $935197.88     | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $888671.78     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1983000 | PA      | $1458961.20    | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     380000 | PA      | $294490.74     | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1010123.56    | 0.00%             | 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        |     732000 | PA      | $610445.30     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1507000 | PA      | $1403149.77    | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1184574.74    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2075169.44    | 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        |    2142000 | PA      | $2158477.26    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2351006.43    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     942000 | PA      | $901531.23     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     500000 | PA      | $391232.16     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1303014.25    | 0.00%             | 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        |    1750000 | PA      | $1328829.27    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $857107.96     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     593000 | PA      | $414278.73     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     660000 | PA      | $687162.18     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     610000 | PA      | $676764.74     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277228.84     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     515000 | PA      | $528329.17     | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     420000 | PA      | $418070.35     | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     530000 | PA      | $529015.91     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     495000 | PA      | $505840.75     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     475000 | PA      | $488236.12     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     675000 | PA      | $701517.29     | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1313000 | PA      | $1321656.37    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1743623.92    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3423000 | PA      | $3384788.45    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2342843.60    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3478000 | PA      | $2762041.35    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $1667722.21    | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     965000 | PA      | $936770.06     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2219000 | PA      | $1982602.10    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2421000 | PA      | $1401048.53    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1044943.04    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2267333.69    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3448000 | PA      | $3089363.96    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $1689380.76    | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3034000 | PA      | $1960667.81    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1196419.92    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1845166.75    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1409476.45    | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2161005.83    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $1747319.66    | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1017760.66    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2610164.64    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1883845.71    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2160183.99    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2702174.46    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2258192.00    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1706226.28    | 0.00%             | 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        |    3645000 | PA      | $3546900.07    | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2464573.78    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1945834.66    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2639405.45    | 0.01%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2780260.68    | 0.01%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3326217.23    | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1495410.02    | 0.00%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3192061.93    | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2034123.87    | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2193998.82    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1381032.09    | 0.00%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2660943.46    | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                          | Amazon Conservation DAC                                                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    1000000 | PA      | $1014491.98    | 0.00%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                                      | Amdocs Ltd.                                                                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     817000 | PA      | $739877.33     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     592000 | PA      | $592567.24     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1026912.66    | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     885000 | PA      | $802360.68     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $543045.06     | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     440000 | PA      | $445438.12     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     415000 | PA      | $420757.66     | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     505000 | PA      | $500686.81     | 0.00%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     415000 | PA      | $404365.70     | 0.00%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Amcor Group Finance plc                                                          | Amcor Group Finance plc                                                                                                       | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     215000 | PA      | $220076.57     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1102542.82    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     589000 | PA      | $653312.04     | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     825000 | PA      | $929843.47     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     700000 | PA      | $794743.82     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     848000 | PA      | $805436.82     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     300000 | PA      | $285622.22     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     835000 | PA      | $846828.34     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     435000 | PA      | $441088.93     | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     375000 | PA      | $366615.87     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     475000 | PA      | $479402.61     | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     685000 | PA      | $550917.04     | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     642000 | PA      | $477787.57     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163525.20     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     535000 | PA      | $443964.22     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     429000 | PA      | $287619.38     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     410000 | PA      | $359863.98     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     433000 | PA      | $266612.04     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     465000 | PA      | $443056.12     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     426000 | PA      | $429686.20     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     430000 | PA      | $432169.95     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     690000 | PA      | $662008.28     | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     700000 | PA      | $680161.60     | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    1395000 | PA      | $1512255.08    | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     540000 | PA      | $569714.78     | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2068000 | PA      | $2175389.03    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    1124000 | PA      | $971891.62     | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    1105000 | PA      | $911825.92     | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     695000 | PA      | $676934.92     | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    1477000 | PA      | $1379475.80    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $397012.19     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     220000 | PA      | $220359.37     | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                 | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     479538 | PA      | $467436.01     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                                                 | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506762 | PA      | $492326.88     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-2, Class AA                                                                 | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     419596 | PA      | $402547.15     | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-1, Class AA                                                                 | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     156237 | PA      | $153324.38     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2015-1, Class A                                                                  | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     347505 | PA      | $342375.68     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-3, Class AA                                                                 | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412802 | PA      | $399215.75     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     810000 | PA      | $820880.64     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2015-2, Class AA                                                                 | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     456753 | PA      | $449373.74     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                 | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     448492 | PA      | $417773.58     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2025-1, Class A                                                                  | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $776714.30     | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2021-1, Class A                                                                  | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1012149 | PA      | $909255.35     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | American Assets Trust LP                                                                                                      | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     715000 | PA      | $650642.88     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | American Assets Trust LP                                                                                                      | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     520000 | PA      | $521106.68     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     310000 | PA      | $310288.00     | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     635000 | PA      | $617012.94     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     810000 | PA      | $808492.86     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1114877.12    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     860000 | PA      | $849423.99     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     475000 | PA      | $453314.59     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     595000 | PA      | $584204.69     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series J                                                                                   | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     630000 | PA      | $628356.56     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     314000 | PA      | $288493.51     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     405000 | PA      | $266147.63     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     620000 | PA      | $630837.45     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     565000 | PA      | $595552.87     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     674000 | PA      | $697529.18     | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1095064.79    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     310000 | PA      | $323199.22     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     705000 | PA      | $751423.84     | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series C                                                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     510000 | PA      | $508341.96     | 0.00%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series D                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     325000 | PA      | $323753.51     | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     656000 | PA      | $654087.25     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     335000 | PA      | $339311.64     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     690000 | PA      | $676119.33     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195516.47     | 0.00%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1880854.73    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2094424.52    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1877948.50    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     860000 | PA      | $855387.15     | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1526422.21    | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1431860.41    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1164327.94    | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1934482.25    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     625000 | PA      | $637614.13     | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1271781.37    | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     830000 | PA      | $861307.54     | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1907873.71    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     805000 | PA      | $811592.05     | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1725534.66    | 0.00%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1409210.67    | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1371421.91    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1588568.53    | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1724850.58    | 0.00%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1763739.72    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1736574.98    | 0.00%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1318123.28    | 0.00%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2400105.66    | 0.01%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1613899.31    | 0.00%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     950000 | PA      | $939850.76     | 0.00%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99462.52      | 0.00%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1348010.52    | 0.00%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-2, Class A                                                          | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6689145.97    | 0.02%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-2, Class A                                                          | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1403113.88    | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-3, Class A                                                          | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006769.99    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-5, Class A                                                          | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1511496.47    | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-4, Class A                                                          | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1503660.83    | 0.00%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2023-4, Class A                                                          | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1532324.99    | 0.00%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-3, Class A                                                          | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1360000 | PA      | $1370141.40    | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Express Credit Corp.                                                    | American Express Credit Corp.                                                                                                 | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     880000 | PA      | $873125.26     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     819000 | PA      | $662849.76     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228624.19     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     350000 | PA      | $336822.37     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                           | Global Net Lease, Inc.                                                                                                        | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     540000 | PA      | $526945.79     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     966000 | PA      | $948934.22     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     908000 | PA      | $790682.77     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     690000 | PA      | $658407.70     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     758000 | PA      | $712162.11     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     495000 | PA      | $496331.18     | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1111274.36    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1108151.35    | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     675000 | PA      | $700841.69     | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     705000 | PA      | $722906.40     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     885000 | PA      | $866445.84     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     850000 | PA      | $855856.42     | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     425000 | PA      | $427237.01     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     900000 | PA      | $904565.84     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     795000 | PA      | $787850.83     | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649717.94     | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     815000 | PA      | $811185.58     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     675000 | PA      | $675027.89     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     505000 | PA      | $505378.74     | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     480000 | PA      | $475260.80     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275321.19     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     445000 | PA      | $446205.13     | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     575000 | PA      | $571163.73     | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     745000 | PA      | $734790.84     | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     630000 | PA      | $622571.12     | 0.00%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     490000 | PA      | $481196.03     | 0.00%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     630000 | PA      | $615629.78     | 0.00%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp., Series A                                                                                        | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     195000 | PA      | $195139.27     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp., Series A                                                                                        | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374412.63     | 0.00%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp., Series A                                                                                        | CUSIP: 02665WGY1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74927.22      | 0.00%             | 2033-04-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     775000 | PA      | $770254.07     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     755000 | PA      | $759575.49     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     800000 | PA      | $705770.96     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     345000 | PA      | $225108.99     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     250000 | PA      | $232916.98     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     390000 | PA      | $298821.04     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     705000 | PA      | $715199.07     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     620000 | PA      | $622438.67     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     270000 | PA      | $267336.15     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     185000 | PA      | $186021.76     | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     950000 | PA      | $811672.61     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     620000 | PA      | $568429.31     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $131886.52     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1233305.21    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     980000 | PA      | $791218.01     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1217216.91    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     675000 | PA      | $682258.10     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151507.80     | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     280000 | PA      | $285411.70     | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     700000 | PA      | $836171.07     | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: —       |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     650000 | PA      | $805055.29     | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     445000 | PA      | $451914.29     | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     695000 | PA      | $695468.67     | 0.00%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2D5<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     525000 | PA      | $521681.14     | 0.00%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2E3<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     520000 | PA      | $511819.95     | 0.00%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     145000 | PA      | $148379.94     | 0.00%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     909000 | PA      | $900212.46     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     859000 | PA      | $846918.78     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     877000 | PA      | $863575.32     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1867000 | PA      | $1824557.21    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     686000 | PA      | $494550.32     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     904000 | PA      | $850897.85     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     911000 | PA      | $823647.10     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $772459.35     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     842000 | PA      | $747880.22     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     830000 | PA      | $789437.08     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $750503.63     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     925000 | PA      | $841092.87     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1029199.11    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     754000 | PA      | $724731.20     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     916000 | PA      | $932333.31     | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     900000 | PA      | $933180.54     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     630000 | PA      | $639860.25     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1105692.13    | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1153647.71    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1204614.51    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1022469.46    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     690000 | PA      | $702937.86     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     650000 | PA      | $658373.23     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     720000 | PA      | $728571.13     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1029984.06    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     685000 | PA      | $690459.98     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     430000 | PA      | $424341.76     | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                                                           | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $528100.50     | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                                                           | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $659039.54     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American Transmission Co. LLC                                                    | American Transmission Co. LLC                                                                                                 | CUSIP: 03028PAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19627.18      | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American University (The)                                                        | American University (The), Series 2019                                                                                        | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     190000 | PA      | $141350.07     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     518000 | PA      | $580309.18     | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     455000 | PA      | $391914.69     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     517000 | PA      | $427083.73     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     485000 | PA      | $378227.42     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     813000 | PA      | $799299.74     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     707000 | PA      | $531107.66     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     702000 | PA      | $693282.21     | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     696000 | PA      | $555461.71     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1047740.03    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     555000 | PA      | $435048.24     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     711000 | PA      | $668095.97     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     635000 | PA      | $441922.38     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     510000 | PA      | $457801.76     | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     525000 | PA      | $350037.68     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     520000 | PA      | $512293.88     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     750000 | PA      | $708737.80     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $812421.18     | 0.00%             | 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        |     850000 | PA      | $862188.84     | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     960000 | PA      | $938244.81     | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     575000 | PA      | $575760.98     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Americo Life, Inc.                                                               | Americo Life, Inc.                                                                                                            | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |     645000 | PA      | $573963.48     | 0.00%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     475000 | PA      | $456677.24     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     460000 | PA      | $458111.65     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AmeriTex HoldCo Intermediate LLC                                                                                              | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $405172.59     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     585000 | PA      | $481213.51     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     834000 | PA      | $821261.00     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     618500 | PA      | $505508.19     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     952000 | PA      | $889206.48     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1150535.41    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     660000 | PA      | $662239.14     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     390000 | PA      | $391394.28     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     445000 | PA      | $450145.39     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     645000 | PA      | $647201.36     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     155000 | PA      | $152374.61     | 0.00%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     460000 | PA      | $453381.65     | 0.00%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     235000 | PA      | $231048.34     | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     585000 | PA      | $571253.30     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     535000 | PA      | $518838.05     | 0.00%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     865000 | PA      | $860384.19     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     720000 | PA      | $734160.87     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     665000 | PA      | $687053.41     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     560000 | PA      | $562019.95     | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $532148.59     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $466202.48     | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $468997.63     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings, Inc.                                                             | AmFam Holdings, Inc.                                                                                                          | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $577396.98     | 0.00%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings, Inc.                                                             | AmFam Holdings, Inc.                                                                                                          | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $407331.36     | 0.00%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     545000 | PA      | $593128.70     | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $429443.65     | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     280000 | PA      | $286450.76     | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     983000 | PA      | $912409.73     | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     565000 | PA      | $558560.60     | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     925000 | PA      | $876417.39     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2061606.75    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $1049508.06    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3742000 | PA      | $3124461.35    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1095738.93    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1335121.29    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1143215.71    | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1271776.24    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1336078.38    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     906000 | PA      | $528834.83     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $899651.60     | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     475000 | PA      | $341130.77     | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1225748.64    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     526000 | PA      | $335631.76     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1221784.27    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     958000 | PA      | $892268.30     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     790000 | PA      | $609893.41     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $874402.92     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1361136.14    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     840000 | PA      | $809536.94     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $872459.52     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3502668.99    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2953167.31    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4426521.44    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2558647.84    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $3980486.36    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2652750.60    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     730000 | PA      | $719837.25     | 0.00%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     520000 | PA      | $508396.18     | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $966028.47     | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     380000 | PA      | $364329.36     | 0.00%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                           | Amkor Technology, Inc.                                                                                                        | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226191.25     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                       | Amneal Pharmaceuticals LLC                                                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     265000 | PA      | $275390.47     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     850000 | PA      | $821943.14     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     940000 | PA      | $951470.88     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     873000 | PA      | $875721.76     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1230137.72    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     930000 | PA      | $823158.50     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     710000 | PA      | $716453.76     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     775000 | PA      | $791037.15     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     755000 | PA      | $771814.54     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     520000 | PA      | $519541.36     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     220000 | PA      | $210536.82     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     545000 | PA      | $546067.04     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     960000 | PA      | $954195.42     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     415000 | PA      | $411376.19     | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     825000 | PA      | $812627.94     | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1427127.42    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1439848.05    | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1403194.31    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                                          | Amsted Industries, Inc.                                                                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     480000 | PA      | $465060.86     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                                          | Amsted Industries, Inc.                                                                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     315000 | PA      | $320114.70     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                     | ams-OSRAM AG                                                                                                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     435000 | PA      | $464301.94     | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                                     | Amynta Agency Borrower, Inc.                                                                                                  | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195438.12     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     915000 | PA      | $879425.99     | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     915000 | PA      | $862903.10     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     963000 | PA      | $850627.86     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     785000 | PA      | $569140.51     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $863218.15     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     565000 | PA      | $560689.19     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     515000 | PA      | $524200.65     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     645000 | PA      | $612781.82     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799911.30     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     855000 | PA      | $857038.25     | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation (The)                                                 | Andrew W Mellon Foundation (The), Series 2020                                                                                 | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     523000 | PA      | $503010.30     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $702532.77     | 0.00%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     835000 | PA      | $835409.51     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $267187.76     | 0.00%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $593553.62     | 0.00%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $981391.90     | 0.00%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     300000 | PA      | $317468.76     | 0.00%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     789000 | PA      | $762191.68     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1600000 | PA      | $1691974.42    | 0.00%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1200000 | PA      | $1274915.67    | 0.00%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                       | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4503890.89    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                       | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    8706000 | PA      | $7882161.02    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1724309.05    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     723000 | PA      | $905272.36     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1840470.16    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1893000 | PA      | $1924659.11    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3969000 | PA      | $3871520.15    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1842000 | PA      | $1851313.95    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1173714.85    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     615000 | PA      | $657041.67     | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1676000 | PA      | $1567367.46    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     895000 | PA      | $832422.50     | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     185000 | PA      | $159033.11     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     727000 | PA      | $621257.61     | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2843000 | PA      | $2870944.35    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     935000 | PA      | $954740.58     | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     135000 | PA      | $118911.16     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1972942.65    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1380393.34    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1693788.50    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $938702.45     | 0.00%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     410000 | PA      | $425967.88     | 0.00%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     490000 | PA      | $490769.08     | 0.00%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     330000 | PA      | $328809.53     | 0.00%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     990000 | PA      | $995930.77     | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     420000 | PA      | $412733.75     | 0.00%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1789000 | PA      | $1769870.40    | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1111972.13    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1541720.38    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     802000 | PA      | $664338.52     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     862000 | PA      | $614063.35     | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $975582.44     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     991000 | PA      | $636806.91     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1122615.45    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1139111.73    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $818130.32     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     665000 | PA      | $638802.29     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     745000 | PA      | $602013.77     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     595000 | PA      | $613128.10     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     735000 | PA      | $740626.33     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     550000 | PA      | $559826.55     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1147429.84    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $982569.37     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     770000 | PA      | $775016.98     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     985000 | PA      | $992619.92     | 0.00%             | 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        |    1295000 | PA      | $1294679.12    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1174556.94    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     765000 | PA      | $732791.87     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     635000 | PA      | $629604.92     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     625000 | PA      | $615082.38     | 0.00%             | 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        |    1120000 | PA      | $1099649.43    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     865000 | PA      | $826808.41     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     649000 | PA      | $649054.25     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     836000 | PA      | $835068.77     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $662278.34     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $895199.56     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $369254.18     | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     485000 | PA      | $516109.97     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     546000 | PA      | $547657.44     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1169517.05    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1260536.00    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAA0<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     555000 | PA      | $484587.81     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     905000 | PA      | $548827.00     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     430000 | PA      | $383464.54     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     525000 | PA      | $517418.95     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $886378.58     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     465000 | PA      | $467708.84     | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     881000 | PA      | $901296.41     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1094428.84    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     730000 | PA      | $747007.77     | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1670995.55    | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1753880.37    | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     370000 | PA      | $383100.13     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     670000 | PA      | $685626.61     | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     510000 | PA      | $503694.94     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60922.68      | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     320000 | PA      | $290683.08     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     468000 | PA      | $399194.01     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc.                                                                                   | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |     580000 | PA      | $579879.39     | 0.00%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     410000 | PA      | $351973.02     | 0.00%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1045523.39    | 0.00%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     328000 | PA      | $301481.85     | 0.00%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     723000 | PA      | $772630.81     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     825000 | PA      | $779993.90     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     455000 | PA      | $445089.62     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     780000 | PA      | $758546.39     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     635000 | PA      | $628582.47     | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     550000 | PA      | $551813.65     | 0.00%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1036380.74    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021328.23    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     235000 | PA      | $237868.96     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79131.20      | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     430000 | PA      | $427057.27     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     360000 | PA      | $353970.89     | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                             | APLD ComputeCo 2 LLC                                                                                                          | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2319723.88    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     575000 | PA      | $640336.61     | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     360000 | PA      | $295265.65     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     325000 | PA      | $266016.26     | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series X                                                                                               | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     255000 | PA      | $252022.32     | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Y                                                                                               | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     305000 | PA      | $245032.39     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Z                                                                                               | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     390000 | PA      | $275371.12     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series AA                                                                                              | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     585000 | PA      | $532745.45     | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series BB                                                                                              | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     735000 | PA      | $720650.66     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     335000 | PA      | $345098.12     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3228000 | PA      | $2669126.87    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $897966.31     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $1616798.37    | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $1732233.68    | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1211449.02    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3278271.85    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2046000 | PA      | $1625984.08    | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $890711.60     | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1822008.05    | 0.00%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1367880.11    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1716915.71    | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $860059.24     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     938000 | PA      | $721794.68     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1636330.92    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1549547.80    | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1258091.99    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1797000 | PA      | $1630436.86    | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2508000 | PA      | $1534413.92    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1101723.84    | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $809818.99     | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $1195254.39    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2489718.09    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2653766.51    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1139646.74    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $1712980.32    | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $984686.35     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1882049.18    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     853000 | PA      | $752654.23     | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1079193.18    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $910942.75     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $991192.99     | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1157225.30    | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1390981.19    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1009332.33    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1545824.57    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     580000 | PA      | $580779.38     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1046155.92    | 0.00%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1075951.42    | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1114626.61    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1034234.05    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1025316.30    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1075939.24    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     741000 | PA      | $773794.77     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     592000 | PA      | $600598.31     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1495085.19    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1121000 | PA      | $945731.39     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $922785.75     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     742000 | PA      | $467433.68     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     770000 | PA      | $783011.69     | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     445000 | PA      | $436434.98     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     425000 | PA      | $412138.41     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     975000 | PA      | $982758.07     | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     625000 | PA      | $631376.52     | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1237051.09    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     695000 | PA      | $638442.55     | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                 | AptarGroup, Inc.                                                                                                              | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     130000 | PA      | $120463.67     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                 | AptarGroup, Inc.                                                                                                              | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     545000 | PA      | $541177.19     | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     223000 | PA      | $175567.60     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     469000 | PA      | $422222.31     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1835000 | PA      | $1102343.22    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     715000 | PA      | $695291.25     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     660000 | PA      | $519590.34     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     500000 | PA      | $510828.11     | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund  (The)                                                          | Arab Energy Fund  (The)                                                                                                       | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | US        |     430000 | PA      | $440819.38     | 0.00%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1150006.79    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                                            | Arbor Realty SR, Inc.                                                                                                         | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     480000 | PA      | $452857.84     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Arbor Realty SR, Inc.                                                            | Arbor Realty SR, Inc.                                                                                                         | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     385000 | PA      | $381445.16     | 0.00%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                                                                       | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     563000 | PA      | $636548.63     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                                      | Arch Capital Group US, Inc.                                                                                                   | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     593000 | PA      | $546916.25     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     650000 | PA      | $714899.06     | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     410000 | PA      | $442312.39     | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     590000 | PA      | $587111.87     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1095000 | PA      | $1127655.55    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     865000 | PA      | $956755.40     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     525000 | PA      | $554405.56     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     670000 | PA      | $686553.17     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                                                                       | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     961000 | PA      | $687278.49     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                                                                      | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     653000 | PA      | $587937.50     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1276976.31    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $717686.99     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     860000 | PA      | $785181.49     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     525000 | PA      | $518560.67     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     540000 | PA      | $577108.40     | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     485000 | PA      | $499858.98     | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     720000 | PA      | $637306.31     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     445000 | PA      | $365285.73     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     472000 | PA      | $357008.44     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     650000 | PA      | $548081.80     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1002615.84    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     535000 | PA      | $520057.46     | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Archrock Services LP                                                             | Archrock Services LP                                                                                                          | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $774416.58     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                          | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     785000 | PA      | $807301.31     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     399000 | PA      | $388714.23     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     640000 | PA      | $664901.68     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                                  | Ardagh Group SA                                                                                                               | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    1188000 | PA      | $1067410.68    | 0.00%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |     565000 | PA      | $540358.03     | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $966875.16     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |     390000 | PA      | $392816.08     | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    1370000 | PA      | $1397242.55    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                            | Ares Management Corp.                                                                                                         | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     505000 | PA      | $524695.06     | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                            | Ares Management Corp.                                                                                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     520000 | PA      | $465727.31     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. IV LLC                                                          | Ares Finance Co. IV LLC                                                                                                       | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $423665.01     | 0.00%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                      | Ardonagh Group Finance Ltd.                                                                                                   | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    1610000 | PA      | $1604754.02    | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Ardagh Group SA                                                                  | Ardagh Group SA                                                                                                               | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     727002 | PA      | $771449.35     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1200113.11    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     750000 | PA      | $656854.99     | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     655000 | PA      | $639233.12     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     940000 | PA      | $948776.24     | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     965000 | PA      | $973689.43     | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     835000 | PA      | $829026.91     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     600000 | PA      | $591962.98     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     450000 | PA      | $436528.59     | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     465000 | PA      | $452534.94     | 0.00%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   11275200 | PA      | $9717761.34    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   23376560 | PA      | $17430249.82   | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   15668860 | PA      | $12160207.48   | 0.03%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   14600000 | PA      | $10069342.06   | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2446023 | PA      | $1718323.37    | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2100455 | PA      | $1872796.86    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                            | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     410000 | PA      | $410391.76     | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Ares Finance Co. II LLC                                                          | Ares Finance Co. II LLC                                                                                                       | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     730000 | PA      | $686078.76     | 0.00%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     685000 | PA      | $693429.81     | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     370000 | PA      | $363340.29     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     710000 | PA      | $710346.77     | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     860000 | PA      | $853059.35     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     480000 | PA      | $471736.80     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     630000 | PA      | $625546.56     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     550000 | PA      | $534907.51     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     465000 | PA      | $443843.78     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     325000 | PA      | $315244.40     | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                            | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     609000 | PA      | $645504.55     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     640000 | PA      | $675007.10     | 0.00%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     452000 | PA      | $422153.94     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     331000 | PA      | $286080.35     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     798000 | PA      | $643160.31     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     470000 | PA      | $348737.43     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     475000 | PA      | $465071.07     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     512000 | PA      | $399399.14     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     425000 | PA      | $330092.07     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     654000 | PA      | $614637.68     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     473000 | PA      | $325376.69     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     725000 | PA      | $482120.46     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     640000 | PA      | $376979.42     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     520000 | PA      | $453628.50     | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     475000 | PA      | $507282.16     | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     545000 | PA      | $560246.79     | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     570000 | PA      | $589748.93     | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     565000 | PA      | $554731.62     | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     475000 | PA      | $467709.81     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Arko Corp.                                                                       | Arko Corp.                                                                                                                    | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $423632.26     | 0.00%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     628000 | PA      | $620272.58     | 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        |     550000 | PA      | $488884.93     | 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        |     510000 | PA      | $525033.38     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     690000 | PA      | $696752.86     | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     690000 | PA      | $722862.26     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     490000 | PA      | $530049.81     | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                              | Artera Services LLC                                                                                                           | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     615000 | PA      | $529678.97     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     855000 | PA      | $751763.39     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $652509.89     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256239.74     | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     697000 | PA      | $663092.12     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     830000 | PA      | $894705.74     | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     530000 | PA      | $570945.83     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     475000 | PA      | $481854.53     | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     370000 | PA      | $353066.24     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     765000 | PA      | $767068.66     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403643.63     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     555000 | PA      | $556330.89     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1465871.89    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     900000 | PA      | $834735.61     | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |     735000 | PA      | $738213.82     | 0.00%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     416000 | PA      | $411399.50     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     498000 | PA      | $484775.39     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     820000 | PA      | $798372.24     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     650000 | PA      | $623402.82     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                                                              | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     560000 | PA      | $495139.35     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                                                              | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $918295.27     | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAC4<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169383.98     | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAD2<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     665000 | PA      | $657693.43     | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     430000 | PA      | $425166.36     | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                                                                    | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     747000 | PA      | $702345.86     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                                                                    | CUSIP: 04352EAB1<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     234000 | PA      | $184373.37     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     315000 | PA      | $361127.83     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     515000 | PA      | $515769.70     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     590000 | PA      | $605784.19     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     275000 | PA      | $282631.73     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ascot Group Ltd.                                                                 | Ascot Group Ltd.                                                                                                              | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |     805000 | PA      | $753946.07     | 0.00%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                                    | Ashland, Inc.                                                                                                                 | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     285000 | PA      | $282149.48     | 0.00%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                                    | Ashland, Inc.                                                                                                                 | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     535000 | PA      | $477980.33     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     905000 | PA      | $901088.34     | 0.00%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     890000 | PA      | $877942.85     | 0.00%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1209821.88    | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     990000 | PA      | $873619.86     | 0.00%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     850000 | PA      | $861319.45     | 0.00%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     320000 | PA      | $331728.00     | 0.00%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     770000 | PA      | $789187.83     | 0.00%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     345000 | PA      | $351880.51     | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $454520.50     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $475891.10     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $295486.80     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     143000 | PA      | $146419.21     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     815000 | PA      | $843608.01     | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     530000 | PA      | $555765.49     | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     600000 | PA      | $588337.06     | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    1998000 | PA      | $1957174.14    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    1255000 | PA      | $1231136.37    | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     943000 | PA      | $926042.61     | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    2771000 | PA      | $2579027.75    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    4141000 | PA      | $3842545.31    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    1925000 | PA      | $1671602.87    | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    1320000 | PA      | $1173508.63    | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    2020000 | PA      | $1912579.75    | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     545000 | PA      | $514874.90     | 0.00%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     485000 | PA      | $458760.61     | 0.00%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    4455000 | PA      | $4411041.51    | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     695000 | PA      | $682939.22     | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    3150000 | PA      | $3110431.12    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    4094000 | PA      | $4081789.34    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    4480000 | PA      | $4537803.86    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    1494000 | PA      | $1479058.05    | 0.00%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    4257000 | PA      | $4307959.08    | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    2845000 | PA      | $2815831.87    | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    1985000 | PA      | $1999972.24    | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    2365000 | PA      | $2367727.85    | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    3456000 | PA      | $3473210.46    | 0.01%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    2300000 | PA      | $2276691.04    | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    3480000 | PA      | $3441459.50    | 0.01%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    8860000 | PA      | $8664534.70    | 0.02%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     155000 | PA      | $155526.17     | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PCD2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |      15000 | PA      | $15053.12      | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    1510000 | PA      | $1506525.32    | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    2065000 | PA      | $2067763.52    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    2737000 | PA      | $2751185.01    | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    2415000 | PA      | $2406933.27    | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    2660000 | PA      | $2706692.82    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    1505000 | PA      | $1519367.20    | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |     410000 | PA      | $407307.11     | 0.00%             | 2028-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |     330000 | PA      | $323036.45     | 0.00%             | 2036-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAT3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    1160000 | PA      | $1151708.90    | 0.00%             | 2031-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                                    | Aspen Insurance Holdings Ltd.                                                                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $361181.83     | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                            | Associated Banc-Corp.                                                                                                         | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     145000 | PA      | $148369.75     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC                                                                                                                   | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3344736.89    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC                                                                                                                   | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3257949.93    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     685000 | PA      | $635571.09     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     718000 | PA      | $482384.91     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258627.37     | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     502000 | PA      | $503944.10     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     411200 | PA      | $417887.13     | 0.00%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     501000 | PA      | $481149.23     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     190000 | PA      | $166456.09     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     320000 | PA      | $319234.22     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                               | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     905000 | PA      | $725495.33     | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Armor Holdco, Inc.                                                               | Armor Holdco, Inc.                                                                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     360000 | PA      | $356641.02     | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2200000 | PA      | $2449917.19    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1130000 | PA      | $948096.62     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     809000 | PA      | $696694.47     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1015725.29    | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1149000 | PA      | $1144017.02    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     898000 | PA      | $762075.81     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1617000 | PA      | $1431607.91    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1155000 | PA      | $629193.59     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     980000 | PA      | $647773.67     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     814000 | PA      | $734079.59     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1481408.02    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1216736.39    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     805000 | PA      | $820597.59     | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     635000 | PA      | $644602.29     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1411832.89    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1203470.88    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1641627.38    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     475000 | PA      | $465998.46     | 0.00%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     545000 | PA      | $532755.45     | 0.00%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     585000 | PA      | $570023.26     | 0.00%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     710000 | PA      | $684076.51     | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2P5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     250000 | PA      | $242587.32     | 0.00%             | 2027-08-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $911156.83     | 0.00%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     415000 | PA      | $396283.07     | 0.00%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     780000 | PA      | $682631.26     | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1178899.76    | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     445000 | PA      | $386080.95     | 0.00%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     475000 | PA      | $445936.31     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1142723.20    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291704.08     | 0.00%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     610000 | PA      | $611231.20     | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     520000 | PA      | $512756.17     | 0.00%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     705000 | PA      | $702022.73     | 0.00%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502729.27     | 0.00%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     610000 | PA      | $608542.76     | 0.00%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     715000 | PA      | $708448.26     | 0.00%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     630000 | PA      | $618770.16     | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1226000 | PA      | $1213993.77    | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     855000 | PA      | $883318.59     | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     417000 | PA      | $387628.84     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     975000 | PA      | $659782.16     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     546000 | PA      | $333466.08     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     530000 | PA      | $556639.21     | 0.00%             | 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        |     835000 | PA      | $840203.00     | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $944173.83     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     580000 | PA      | $561367.91     | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     820000 | PA      | $791823.85     | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     510000 | PA      | $494886.91     | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Atkore, Inc.                                                                     | Atkore, Inc.                                                                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     473000 | PA      | $451329.84     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Atlanta Water & Wastewater                                               | City of Atlanta Water & Wastewater, Series 2020                                                                               | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     120000 | PA      | $100775.28     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                                       | Atlantic City Electric Co.                                                                                                    | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     508000 | PA      | $504118.30     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                                       | Atlantic City Electric Co.                                                                                                    | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     620000 | PA      | $557868.44     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp.                                                        | Atlanticus Holdings Corp.                                                                                                     | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $415869.75     | 0.00%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                                        | Atlantica Sustainable Infrastructure Ltd.                                                                                     | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     362000 | PA      | $353771.75     | 0.00%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     565000 | PA      | $556586.61     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                   | Atlas Warehouse Lending Co. LP                                                                                                | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246890.10     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                   | Atlas Warehouse Lending Co. LP                                                                                                | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244640.01     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     665000 | PA      | $668149.87     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                                                               | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     535000 | PA      | $522153.29     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     228000 | PA      | $228303.33     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     368000 | PA      | $308457.83     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     983000 | PA      | $815369.25     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     330000 | PA      | $325779.70     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     813000 | PA      | $660630.06     | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     755000 | PA      | $594212.37     | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $984538.62     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     756000 | PA      | $523472.78     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1013119.72    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     645000 | PA      | $395293.43     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     180000 | PA      | $186872.29     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     640000 | PA      | $635506.55     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     725000 | PA      | $773049.84     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     450000 | PA      | $474875.45     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     510000 | PA      | $453382.46     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     370000 | PA      | $376203.12     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     580000 | PA      | $551537.96     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                             | Augusta SpinCo Corp.                                                                                                          | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $548023.54     | 0.00%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                             | Augusta SpinCo Corp.                                                                                                          | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $568384.27     | 0.00%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                             | Augusta SpinCo Corp.                                                                                                          | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $522463.37     | 0.00%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                             | Augusta SpinCo Corp.                                                                                                          | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $602366.48     | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                                                        | Ausgrid Finance Pty. Ltd.                                                                                                     | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |     490000 | PA      | $487707.60     | 0.00%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1705000 | PA      | $1529457.12    | 0.00%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1120000 | PA      | $1218041.68    | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1045000 | PA      | $1070623.27    | 0.00%             | 2034-09-18      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1300000 | PA      | $1283460.95    | 0.00%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     700000 | PA      | $714881.53     | 0.00%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     585000 | PA      | $590622.83     | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     600000 | PA      | $598685.19     | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     750000 | PA      | $758533.40     | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $501711.24     | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd., Series A                                                                          | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     390000 | PA      | $387231.30     | 0.00%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     835000 | PA      | $826677.76     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1029645.72    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     970000 | PA      | $854503.21     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     535000 | PA      | $536084.80     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1375951.12    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1321536.85    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     745000 | PA      | $729885.12     | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1158229.25    | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $583179.78     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $271971.59     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     631000 | PA      | $627907.92     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $477425.13     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $729525.99     | 0.00%             | 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        |     295000 | PA      | $302073.79     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $694338.97     | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     503000 | PA      | $499739.15     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     705000 | PA      | $691471.92     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     878000 | PA      | $858839.34     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     853000 | PA      | $743973.58     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     725000 | PA      | $719332.47     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     625000 | PA      | $626372.71     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     780000 | PA      | $769673.89     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     235000 | PA      | $237677.63     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     615000 | PA      | $641396.62     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     510000 | PA      | $556755.86     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     580000 | PA      | $590704.58     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     840000 | PA      | $854882.32     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     255000 | PA      | $259790.62     | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     890000 | PA      | $776686.88     | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $978620.09     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     225000 | PA      | $227469.92     | 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        |     685000 | PA      | $703491.04     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     340000 | PA      | $348090.99     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258319.25     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     395000 | PA      | $391547.32     | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     345000 | PA      | $266857.24     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     599000 | PA      | $593931.74     | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     230000 | PA      | $183648.71     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     443000 | PA      | $435048.86     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     361000 | PA      | $294950.81     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     427000 | PA      | $413238.61     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     492000 | PA      | $454266.32     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     918000 | PA      | $837374.63     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                                   | Avangrid, Inc.                                                                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     792000 | PA      | $772343.72     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1613000 | PA      | $1589693.37    | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     787000 | PA      | $747817.85     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     785000 | PA      | $792995.20     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     750000 | PA      | $695455.50     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     715000 | PA      | $622569.24     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     515000 | PA      | $535681.16     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     332000 | PA      | $349901.43     | 0.00%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     850000 | PA      | $866047.03     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     700000 | PA      | $709842.68     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     466000 | PA      | $458265.75     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     620000 | PA      | $636520.20     | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     395000 | PA      | $412925.95     | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     810000 | PA      | $822783.50     | 0.00%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145462.95     | 0.00%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     420000 | PA      | $422790.75     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     460000 | PA      | $456713.89     | 0.00%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     425000 | PA      | $411500.79     | 0.00%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354859.00     | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $942899.86     | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     484000 | PA      | $473067.18     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     660000 | PA      | $614465.76     | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     385000 | PA      | $384168.39     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     307000 | PA      | $307075.49     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     645000 | PA      | $626150.76     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     495000 | PA      | $482632.51     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     545000 | PA      | $549962.22     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     730000 | PA      | $749229.43     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     360000 | PA      | $361894.95     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Avista Corp.                                                                     | Avista Corp.                                                                                                                  | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     660000 | PA      | $529881.57     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     670000 | PA      | $494977.16     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     420000 | PA      | $379263.35     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     355000 | PA      | $359854.93     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     695000 | PA      | $713537.20     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avation Group S Pte. Ltd.                                                        | Avation Group S Pte. Ltd.                                                                                                     | CUSIP: 05390AAA2<br>LEI: 2138006F359FM7HRYK39 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $374140.78     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     850000 | PA      | $820595.98     | 0.00%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1028000 | PA      | $995896.55     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     875000 | PA      | $900768.22     | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1195000 | PA      | $1221704.30    | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1110000 | PA      | $1136655.88    | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $602277.18     | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     605000 | PA      | $607817.65     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     585000 | PA      | $592232.96     | 0.00%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     160000 | PA      | $159038.75     | 0.00%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     545000 | PA      | $531639.96     | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     765000 | PA      | $751927.49     | 0.00%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     555000 | PA      | $545033.29     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     535000 | PA      | $516141.27     | 0.00%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      30000 | PA      | $34552.34      | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     745000 | PA      | $708682.41     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     477000 | PA      | $474747.21     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | Axalta Coating Systems Dutch Holding B BV                                                                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     580000 | PA      | $602478.32     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     984000 | PA      | $979583.85     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $923672.27     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     790000 | PA      | $782497.43     | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS Specialty Finance LLC                                                                                                    | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     566000 | PA      | $553916.08     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS Specialty Finance LLC                                                                                                    | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     231000 | PA      | $225413.42     | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     325000 | PA      | $332318.21     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     620000 | PA      | $636466.56     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance plc                                                       | AXIS Specialty Finance plc                                                                                                    | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     720000 | PA      | $713882.32     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $622113.79     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     465000 | PA      | $475749.65     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     375000 | PA      | $360929.88     | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class A4                                                                                | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2475000 | PA      | $2450392.10    | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class A5                                                                                | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $794856.01     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class A4                                                                                | CUSIP: 05492VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2686990.46    | 0.01%             | 2053-04-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class A5                                                                                | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1330000 | PA      | $1199874.56    | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C9, Class C                                                                                 | CUSIP: 05493EBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $204224.16     | 0.00%             | 2054-02-15      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C30, Class A5                                                                               | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $827440.35     | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C30, Class AS                                                                               | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $511103.68     | 0.00%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2025-BNK49, Class A5                                                                                             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1042141.66    | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C37, Class A3                                                                              | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1413902.36    | 0.00%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class A5                                                                               | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1335000 | PA      | $1380645.73    | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class AS                                                                               | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $518850.84     | 0.00%             | 2055-12-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class C                                                                                | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $486181.27     | 0.00%             | 2055-12-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                                                               | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $486757.43     | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class C                                                                                | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $457057.54     | 0.00%             | 2055-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     915000 | PA      | $975374.14     | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     620000 | PA      | $672388.60     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     540000 | PA      | $596199.26     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1371957.89    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     530000 | PA      | $519261.15     | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc.                                                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     535000 | PA      | $516364.69     | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc.                                                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     805000 | PA      | $798450.96     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BA Credit Card Trust, Series 2024-A1, Class A                                                                                 | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    3640000 | PA      | $3675563.08    | 0.01%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BA Credit Card Trust, Series 2025-A1, Class A                                                                                 | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002529.07    | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $391972.13     | 0.00%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     415000 | PA      | $398490.70     | 0.00%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $722436.70     | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1475000 | PA      | $1304704.53    | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1055000 | PA      | $1077160.24    | 0.00%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     395000 | PA      | $404842.75     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1385000 | PA      | $1414351.41    | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     630000 | PA      | $616494.28     | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings, Inc.                                                       | BAE Systems Holdings, Inc.                                                                                                    | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |     986000 | PA      | $886573.77     | 0.00%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1153893.49    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2266267.22    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2128000 | PA      | $1731720.71    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     875000 | PA      | $845693.58     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $833917.22     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     999000 | PA      | $1009005.84    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1166383.12    | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     637000 | PA      | $563125.64     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1723275.90    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1095340.54    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     510000 | PA      | $406219.97     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $251779.55     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     970000 | PA      | $898476.53     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     950000 | PA      | $948898.36     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     460000 | PA      | $527615.41     | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1270794.25    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     895000 | PA      | $946413.51     | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     735000 | PA      | $755485.32     | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     950000 | PA      | $979693.98     | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     255000 | PA      | $257079.15     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                                 | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     976000 | PA      | $976283.19     | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                                 | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1080000 | PA      | $1119206.68    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1246914.70    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     953000 | PA      | $809116.27     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2720000 | PA      | $2539853.78    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1190000 | PA      | $1200432.43    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     795000 | PA      | $799052.86     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1075000 | PA      | $1094817.75    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1010000 | PA      | $1039327.67    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1525000 | PA      | $1560575.15    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $775736.23     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1095000 | PA      | $1116659.74    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     900000 | PA      | $921012.48     | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1185000 | PA      | $1210254.55    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     480000 | PA      | $481827.50     | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     185000 | PA      | $184983.15     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C3, Class A4                                                                  | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1421000 | PA      | $1380158.33    | 0.00%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2021-C10, Class ASB                                                                                       | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1830000 | PA      | $1730798.43    | 0.00%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C8, Class A3                                                                                | CUSIP: 05552ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     338083 | PA      | $324376.02     | 0.00%             | 2053-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C8, Class A5                                                                                | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1786715.33    | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     760000 | PA      | $526501.18     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C15, Class A5                                                                               | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1940000 | PA      | $1808260.02    | 0.00%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                                                               | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $888843.75     | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2023-C22, Class A5                                                                               | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4475000 | PA      | $4896773.00    | 0.01%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class A3                                                                              | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     597110 | PA      | $615071.30     | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class AS                                                                              | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $413434.51     | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class B                                                                               | CUSIP: 05554VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $715224.30     | 0.00%             | 2057-03-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class C                                                                               | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $430757.75     | 0.00%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C27, Class A2                                                                              | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1987634 | PA      | $2021771.75    | 0.01%             | 2057-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     615000 | PA      | $633947.03     | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     535000 | PA      | $548013.19     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $912700.34     | 0.00%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class AS                                                                              | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2237365.82    | 0.01%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C38, Class AS                                                                              | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $507642.18     | 0.00%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C39, Class A5                                                                               | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1830761.30    | 0.01%             | 2058-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2026-5C40, Class C                                                                               | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $498051.50     | 0.00%             | 2059-02-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAT2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     490000 | PA      | $486346.61     | 0.00%             | 2027-04-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1086721.26    | 0.00%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     615000 | PA      | $608298.82     | 0.00%             | 2028-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     700000 | PA      | $682555.75     | 0.00%             | 2029-04-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1160586.02    | 0.00%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $982130.04     | 0.00%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBX2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $907077.44     | 0.00%             | 2031-08-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     915000 | PA      | $910375.52     | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     935000 | PA      | $874316.35     | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECE3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1194493.55    | 0.00%             | 2028-08-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1040792.85    | 0.00%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     635000 | PA      | $639447.15     | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1019861.07    | 0.00%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     820000 | PA      | $819966.38     | 0.00%             | 2034-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     600000 | PA      | $601996.62     | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     980000 | PA      | $982941.94     | 0.00%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1098363.33    | 0.00%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     720000 | PA      | $724732.70     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     480000 | PA      | $486223.34     | 0.00%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     535000 | PA      | $540251.32     | 0.00%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139703.94     | 0.00%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594454.15     | 0.00%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     595000 | PA      | $590082.25     | 0.00%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     450000 | PA      | $449697.08     | 0.00%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     520000 | PA      | $519168.60     | 0.00%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     450000 | PA      | $447857.53     | 0.00%             | 2031-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     475000 | PA      | $472790.69     | 0.00%             | 2033-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                        | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1032000 | PA      | $1017725.44    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                        | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1518000 | PA      | $1500538.00    | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1120000 | PA      | $1171701.97    | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1430000 | PA      | $1562985.36    | 0.00%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     735000 | PA      | $762187.26     | 0.00%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     935000 | PA      | $957394.94     | 0.00%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $917138.91     | 0.00%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1235000 | PA      | $1264470.89    | 0.00%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     415000 | PA      | $427744.77     | 0.00%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1375000 | PA      | $1437406.93    | 0.00%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     790000 | PA      | $809267.27     | 0.00%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $742023.86     | 0.00%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1150000 | PA      | $1123110.99    | 0.00%             | 2037-01-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $482017.62     | 0.00%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1110000 | PA      | $1089039.19    | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1176000 | PA      | $1104277.32    | 0.00%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1030000 | PA      | $1042362.56    | 0.00%             | 2028-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1015000 | PA      | $1020230.48    | 0.00%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $887370.97     | 0.00%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     830000 | PA      | $612382.88     | 0.00%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1195000 | PA      | $1076732.90    | 0.00%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1090000 | PA      | $1107056.88    | 0.00%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2550000 | PA      | $2666906.14    | 0.01%             | 2034-12-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2320000 | PA      | $2353069.39    | 0.01%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     665000 | PA      | $656089.85     | 0.00%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     571000 | PA      | $570965.65     | 0.00%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     885000 | PA      | $781464.57     | 0.00%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     780000 | PA      | $798644.60     | 0.00%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     480000 | PA      | $475387.18     | 0.00%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2V1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    2500000 | PA      | $2515977.44    | 0.01%             | 2029-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2Y5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    2000000 | PA      | $2047398.75    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2Z2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     165000 | PA      | $166123.04     | 0.00%             | 2028-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F3A6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     200000 | PA      | $202198.27     | 0.00%             | 2035-06-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F3C2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    2000000 | PA      | $1956448.48    | 0.01%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-C8, Class C                                                                                   | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $482234.39     | 0.00%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     520000 | PA      | $528442.21     | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class AS                                                                                 | CUSIP: 05593QAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1012762.71    | 0.00%             | 2057-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class B                                                                                  | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $382423.94     | 0.00%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class C                                                                                  | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $247095.19     | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2026-5C14, Class A3                                                                                | CUSIP: 05594WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4065281.22    | 0.01%             | 2059-03-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust, Series 2026-1, Class A3                                                                              | CUSIP: 05594YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1996356.15    | 0.01%             | 2029-05-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW Finance NV                                                                                                                | CUSIP: 05600LAC0<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    1180000 | PA      | $1118212.17    | 0.00%             | 2029-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                           | BWX Technologies, Inc.                                                                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     410000 | PA      | $403505.57     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                           | BWX Technologies, Inc.                                                                                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     450000 | PA      | $437383.89     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2023-5C2, Class B                                                                                  | CUSIP: 05610QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1046493.81    | 0.00%             | 2056-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1014231.65    | 0.00%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1025000 | PA      | $1050582.21    | 0.00%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-C11, Class A5                                                                                 | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $520231.18     | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-C11, Class AS                                                                                 | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1032580.45    | 0.00%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-C12, Class A5                                                                                 | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $526763.02     | 0.00%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BKV Upstream Midstream LLC                                                       | BKV Upstream Midstream LLC                                                                                                    | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     305000 | PA      | $312622.42     | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                               | Bacardi-Martini BV                                                                                                            | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     310000 | PA      | $315790.94     | 0.00%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                               | Bacardi-Martini BV                                                                                                            | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     335000 | PA      | $342143.52     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 05635JAA8<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1260000 | PA      | $1272770.64    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 05635JAC4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     485000 | PA      | $460429.13     | 0.00%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     894000 | PA      | $886848.93     | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     597000 | PA      | $596997.07     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     515000 | PA      | $520944.40     | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     457000 | PA      | $442076.37     | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     429000 | PA      | $395974.16     | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     799000 | PA      | $722809.49     | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                             | Bain Capital Specialty Finance, Inc.                                                                                          | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78412.83      | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                             | Bain Capital Specialty Finance, Inc.                                                                                          | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145356.64     | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1320134.74    | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAE0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $1885459.14    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAF7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1525500 | PA      | $1205188.98    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAG5<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1261531.12    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     436000 | PA      | $436024.98     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAL3<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     340000 | PA      | $337545.03     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAM1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1457233.46    | 0.00%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAN9<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1156676.79    | 0.00%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1254776.13    | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAQ2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1248159.49    | 0.00%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                             | Baldwin Insurance Group Holdings LLC                                                                                          | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |     635000 | PA      | $643037.95     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1071107.86    | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     805000 | PA      | $729645.58     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     900000 | PA      | $915566.26     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     865000 | PA      | $866657.68     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890PAB2<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $364668.89     | 0.00%             | 2031-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $594881.75     | 0.00%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     315000 | PA      | $342561.56     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     530000 | PA      | $382407.12     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     478000 | PA      | $356131.00     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     280000 | PA      | $224662.99     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     436000 | PA      | $287031.45     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     585000 | PA      | $365401.06     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     758000 | PA      | $679170.88     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     620000 | PA      | $512463.58     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     715000 | PA      | $672028.45     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     465000 | PA      | $472198.57     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     385000 | PA      | $373996.73     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1002549.21    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     923000 | PA      | $957922.33     | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     545000 | PA      | $556672.32     | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     690000 | PA      | $783605.83     | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1010000 | PA      | $1034135.29    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     795000 | PA      | $827287.11     | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $790612.68     | 0.00%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $776716.28     | 0.00%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947LBB3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1039038.97    | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947LBD9<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $798756.80     | 0.00%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: 05959LAJ2<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     400000 | PA      | $397492.82     | 0.00%             | 2031-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1540000 | PA      | $1540460.22    | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     897000 | PA      | $885554.64     | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1165000 | PA      | $1161055.96    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     700000 | PA      | $641233.90     | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     855000 | PA      | $863685.02     | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1465000 | PA      | $1497179.80    | 0.00%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1870000 | PA      | $2024973.04    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     880000 | PA      | $924190.04     | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1435000 | PA      | $1607069.02    | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1124783.85    | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1215000 | PA      | $1282122.74    | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1465000 | PA      | $1479280.17    | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1470000 | PA      | $1513112.64    | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     420000 | PA      | $430767.29     | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     890000 | PA      | $930996.11     | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAK5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     600000 | PA      | $613249.00     | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAL3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     600000 | PA      | $610327.71     | 0.00%             | 2030-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAM1<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     600000 | PA      | $593304.55     | 0.00%             | 2031-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1133000 | PA      | $1092557.31    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1238728.06    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1270000 | PA      | $1147894.64    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1075000 | PA      | $966541.69     | 0.00%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $986267.21     | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1171977.22    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $597381.56     | 0.00%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $596286.52     | 0.00%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAX7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $598560.06     | 0.00%             | 2029-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2E4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     400000 | PA      | $411882.06     | 0.00%             | 2029-01-11      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2H7<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     700000 | PA      | $701714.28     | 0.00%             | 2035-03-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2J3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     800000 | PA      | $820586.37     | 0.00%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2K0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     500000 | PA      | $498771.46     | 0.00%             | 2037-01-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                            | Banco Santander Chile                                                                                                         | CUSIP: 05971WAD5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $460684.84     | 0.00%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| Banco Santander Chile                                                            | Banco Santander Chile                                                                                                         | CUSIP: 05973P2A3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $594393.42     | 0.00%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bangko Sentral ng Pilipinas International Bond                                   | Bangko Sentral ng Pilipinas International Bond                                                                                | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     387000 | PA      | $404284.94     | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     435000 | PA      | $480969.00     | 0.00%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                                                                     | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     402000 | PA      | $414992.72     | 0.00%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3017373.48    | 0.01%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4183261.93    | 0.01%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                                                                            | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1377798.72    | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1934184.76    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2214186.56    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     980000 | PA      | $897805.63     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                                                               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     648000 | PA      | $565617.35     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2274458.88    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                                                               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2264759.11    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2349000 | PA      | $1959986.17    | 0.01%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2519000 | PA      | $2501924.13    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2146728.54    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2696000 | PA      | $2668728.70    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1443000 | PA      | $1113815.51    | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7855000 | PA      | $7726332.80    | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $2880644.62    | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3647000 | PA      | $3627519.10    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3046000 | PA      | $3000367.77    | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2911000 | PA      | $2367561.10    | 0.01%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1668255.91    | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2633000 | PA      | $2524249.50    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2422000 | PA      | $2289355.09    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3738000 | PA      | $3460703.31    | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5717000 | PA      | $4447441.31    | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3238000 | PA      | $2991964.48    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5352000 | PA      | $3851040.04    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3067000 | PA      | $2738607.90    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $2821418.32    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $884644.74     | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1058154.64    | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2247000 | PA      | $2042223.44    | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4235248.79    | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4181000 | PA      | $3204455.11    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2353000 | PA      | $2239690.32    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3411485.48    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2534000 | PA      | $1603977.26    | 0.00%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $1958851.91    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3338000 | PA      | $2979205.30    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3583307.81    | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2017688.19    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2044532.20    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4143000 | PA      | $4071222.27    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3044056.42    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $5099799.31    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3145232.88    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3972227.14    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $4986838.05    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2355544.42    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4215000 | PA      | $4419923.37    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5370000 | PA      | $5485498.66    | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2759405.82    | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3653524.19    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3371338.10    | 0.01%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3451347.99    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4166406.18    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2576614.41    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2736676.27    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2556903.72    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3563822.42    | 0.01%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3580800.96    | 0.01%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1434442.57    | 0.00%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                        | Bank of Ireland Group plc                                                                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     640000 | PA      | $656354.21     | 0.00%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     831000 | PA      | $817097.85     | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1260000 | PA      | $1126760.70    | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     910000 | PA      | $920865.62     | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1390000 | PA      | $1443100.51    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     925000 | PA      | $927412.16     | 0.00%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series H                                                                                                    | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1310000 | PA      | $1317017.20    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1515000 | PA      | $1537220.25    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1660000 | PA      | $1707851.57    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series J                                                                                                    | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1170000 | PA      | $1153717.41    | 0.00%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1260000 | PA      | $1271261.85    | 0.00%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series J                                                                                                    | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     745000 | PA      | $740588.55     | 0.00%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1370000 | PA      | $1363987.61    | 0.00%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     985000 | PA      | $972449.98     | 0.00%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                    | Bank of New York Mellon (The)                                                                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     670000 | PA      | $675351.16     | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     773000 | PA      | $748605.42     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     508000 | PA      | $504266.68     | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1004000 | PA      | $992428.10     | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1354091.62    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     870000 | PA      | $768932.58     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1259610.05    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1460663.86    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     555000 | PA      | $520993.76     | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     620000 | PA      | $560464.49     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     780000 | PA      | $772623.03     | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     612000 | PA      | $610338.53     | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1271297.67    | 0.00%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     870000 | PA      | $873323.49     | 0.00%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1205693.65    | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1559004.76    | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     845000 | PA      | $848253.84     | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     720000 | PA      | $712639.08     | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1041377.92    | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1540472.80    | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1266642.91    | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1110874.72    | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     835000 | PA      | $845830.78     | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     875000 | PA      | $881123.32     | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     955000 | PA      | $972844.61     | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     855000 | PA      | $864622.62     | 0.00%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1381972.68    | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     955000 | PA      | $944969.02     | 0.00%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     795000 | PA      | $796687.13     | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     895000 | PA      | $906049.99     | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     750000 | PA      | $747058.87     | 0.00%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     720000 | PA      | $714310.87     | 0.00%             | 2037-04-23      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1285185.04    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     505000 | PA      | $514057.68     | 0.00%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     500000 | PA      | $504687.97     | 0.00%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     730000 | PA      | $743057.22     | 0.00%             | 2029-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1592498.13    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1120000 | PA      | $994823.11     | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     845000 | PA      | $810119.83     | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1790000 | PA      | $1811498.61    | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     940000 | PA      | $958906.60     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     950000 | PA      | $961565.85     | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $602607.82     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1010000 | PA      | $1009415.64    | 0.00%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     815000 | PA      | $813490.56     | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1125000 | PA      | $1134891.53    | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $773420.93     | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1215000 | PA      | $1208540.45    | 0.00%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1025000 | PA      | $1010788.38    | 0.00%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1435000 | PA      | $1423406.61    | 0.00%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1215000 | PA      | $1200135.23    | 0.00%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     875000 | PA      | $913048.32     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     670000 | PA      | $776067.61     | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd.                                                                   | MUFG Bank Ltd.                                                                                                                | CUSIP: 064255AX0<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |     245000 | PA      | $220057.65     | 0.00%             | 2044-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2018-BN13, Class A4                                                                                              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    1525301 | PA      | $1505650.32    | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN25, Class C                                                                                               | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $172616.79     | 0.00%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN27, Class A5                                                                                              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690000 | PA      | $619386.32     | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN21, Class A5                                                                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $471309.68     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN35, Class ASB                                                                                             | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1876936.73    | 0.01%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN36, Class C                                                                                               | CUSIP: 06540DBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $411010.11     | 0.00%             | 2064-09-15      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2024-BNK47, Class A5                                                                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2323441.43    | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2022-BNK44, Class AS                                                                                             | CUSIP: 06540KAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5423385.24    | 0.01%             | 2055-11-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2025-5YR16, Class A3                                                                                            | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1020076.23    | 0.00%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4670340.29    | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR10, Class AS                                                                                            | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $509158.84     | 0.00%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2023-5YR1, Class A2                                                                                             | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77687 | PA      | $78760.62      | 0.00%             | 2056-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2023-5YR1, Class A3                                                                                             | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2049138.72    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR11, Class A3                                                                                            | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5182468.92    | 0.01%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2017-BNK8, Class A3                                                                                              | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2049720 | PA      | $2020991.93    | 0.01%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BankUnited, Inc.                                                                 | BankUnited, Inc.                                                                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     305000 | PA      | $304585.03     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     385000 | PA      | $357320.57     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health, Series 2020                                                                                                    | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     335000 | PA      | $225949.19     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     430000 | PA      | $383039.52     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     573000 | PA      | $359215.30     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     134000 | PA      | $96879.39      | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     550000 | PA      | $552008.30     | 0.00%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     845000 | PA      | $855200.53     | 0.00%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     655000 | PA      | $672777.23     | 0.00%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $400442.89     | 0.00%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $391576.62     | 0.00%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  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        |     400000 | PA      | $395064.58     | 0.00%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     795000 | PA      | $815331.93     | 0.00%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |     655000 | PA      | $651364.26     | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |     100000 | PA      | $91991.74      | 0.00%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |     420000 | PA      | $419145.11     | 0.00%             | 2055-02-13      | Variable      | 8.20%                 | No            |                  2 | On Loan: —       |
| Baptist Healthcare System Obligated Group                                        | Baptist Healthcare System Obligated Group, Series 20B                                                                         | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $310528.20     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                                                              | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |     100010 | NS      | $100000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                                                              | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |  341150319 | NS      | $341150319.30  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1680000 | PA      | $1563234.01    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2159000 | PA      | $2153318.72    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1672000 | PA      | $1489650.56    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2038000 | PA      | $2039908.75    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1865000 | PA      | $1876191.64    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1625000 | PA      | $1631638.76    | 0.00%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     728000 | PA      | $668430.48     | 0.00%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1140000 | PA      | $1065210.60    | 0.00%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     955000 | PA      | $859246.23     | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     927000 | PA      | $722478.28     | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1390000 | PA      | $1242571.43    | 0.00%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1245000 | PA      | $925260.40     | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1910000 | PA      | $1930985.43    | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     905000 | PA      | $931375.69     | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1160000 | PA      | $1205874.58    | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1795000 | PA      | $2009577.36    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1775000 | PA      | $1872106.97    | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1525000 | PA      | $1662619.91    | 0.00%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1165000 | PA      | $1212368.25    | 0.00%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1380000 | PA      | $1494060.37    | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1930000 | PA      | $1980094.37    | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     810000 | PA      | $828902.07     | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1350000 | PA      | $1354691.33    | 0.00%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1340000 | PA      | $1345735.16    | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2085185.33    | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1190000 | PA      | $1200281.68    | 0.00%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1629260.67    | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2200000 | PA      | $2240893.68    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1560000 | PA      | $1551593.50    | 0.00%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1113783.17    | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $985719.15     | 0.00%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1077053.35    | 0.00%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1450000 | PA      | $1406665.43    | 0.00%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                                | Barings BDC, Inc.                                                                                                             | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     255000 | PA      | $259144.06     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Barings BDC, Inc.                                                                | Barings BDC, Inc.                                                                                                             | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196088.40     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp.                                                     | Barings Private Credit Corp.                                                                                                  | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73224.53      | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                             | Barrick Mining Corp.                                                                                                          | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $197844.31     | 0.00%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barrick International Barbados Corp.                                             | Barrick International Barbados Corp.                                                                                          | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |     585000 | PA      | $632080.85     | 0.00%             | 2036-10-15      | Fixed         | 6.35%                 | 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        |    1032000 | PA      | $1036139.12    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                                                             | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1066661.22    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty. Ltd.                                           | Barrick PD Australia Finance Pty. Ltd.                                                                                        | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    1020000 | PA      | $1049477.59    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | Basin Electric Power Cooperative                                                                                              | CUSIP: 070101AH3<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     518000 | PA      | $445387.86     | 0.00%             | 2047-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | Basin Electric Power Cooperative                                                                                              | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     965000 | PA      | $940988.32     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1412423.64    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $198841.29     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     335000 | PA      | $247931.87     | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     404000 | PA      | $345650.10     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $494205.43     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     785000 | PA      | $577933.37     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     380000 | PA      | $227174.28     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     439000 | PA      | $315350.40     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     694000 | PA      | $651958.17     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     745000 | PA      | $774935.88     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     347000 | PA      | $334270.88     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Baxalta, Inc.                                                                    | Baxalta, Inc.                                                                                                                 | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     965000 | PA      | $893424.24     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     565000 | PA      | $372187.88     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $984783.50     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $948002.45     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1291092.12    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1232049.22    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $589678.95     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     775000 | PA      | $766713.93     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     830000 | PA      | $821680.54     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1017157.41    | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2009F-2                                                                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    1140000 | PA      | $1177508.01    | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     112262 | PA      | $126024.15     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-3                                                                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     775000 | PA      | $855859.29     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2021F3                                                                                        | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     565000 | PA      | $367242.11     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BayCare Health System, Inc.                                                      | BayCare Health System, Inc., Series 2020                                                                                      | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     684000 | PA      | $513186.02     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                                      | Bayer Corp.                                                                                                                   | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |     480000 | PA      | $497182.47     | 0.00%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1284111.79    | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1322947.16    | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2354600.68    | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     770000 | PA      | $816214.28     | 0.00%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1995357.05    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $949719.04     | 0.00%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $987457.39     | 0.00%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     545000 | PA      | $501418.28     | 0.00%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     395000 | PA      | $390225.87     | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1100887.59    | 0.00%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $734700.54     | 0.00%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     901000 | PA      | $681567.27     | 0.00%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings                                                                                                 | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     371000 | PA      | $309671.36     | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings                                                                                                 | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     555000 | PA      | $441387.74     | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                                                                    | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     195000 | PA      | $173328.85     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     968000 | PA      | $605014.95     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C33, Class A4                                                                              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4147879.15    | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                       | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $449070.30     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Bayport Polymers LLC                                                             | Bayport Polymers LLC                                                                                                          | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $69327.81      | 0.00%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C24, Class AS                                                                               | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $511030.50     | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C24, Class B                                                                                | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580000 | PA      | $575998.23     | 0.00%             | 2057-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C28, Class A3                                                                               | CUSIP: 07336WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1034408.57    | 0.00%             | 2057-09-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C28, Class A4                                                                               | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1003389.54    | 0.00%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C32, Class A5                                                                               | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1572659.20    | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C34, Class B                                                                               | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1042135.31    | 0.00%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class A5                                                                               | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2072915.82    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class B                                                                                | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $512178.53     | 0.00%             | 2058-07-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    2289314 | PA      | $2517280.38    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                            | Beacon Mobility Corp.                                                                                                         | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     510000 | PA      | $531569.72     | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                             | Beacon Funding Trust                                                                                                          | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |     765000 | PA      | $758820.82     | 0.00%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     355000 | PA      | $354669.43     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     440000 | PA      | $443685.71     | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258938.09     | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1242241.45    | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $944077.76     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $989393.23     | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     510000 | PA      | $493970.69     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1314788.70    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     610000 | PA      | $615933.40     | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251057.97     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1211000 | PA      | $976181.28     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     344000 | PA      | $270075.52     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-4                                                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     571000 | PA      | $402691.08     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-5                                                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     545000 | PA      | $472034.39     | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-6                                                                      | CUSIP: 0778FPAH2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $106484.60     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $444829.48     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1175000 | PA      | $1176621.38    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     680000 | PA      | $682580.56     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     815000 | PA      | $761745.81     | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1115000 | PA      | $1143364.75    | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1275000 | PA      | $1323413.58    | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                                            | BellRing Brands, Inc.                                                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     840000 | PA      | $852906.39     | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                       | Belo Corp.                                                                                                                    | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $486771.11     | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                       | Belo Corp.                                                                                                                    | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $527979.40     | 0.00%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron UK Finance plc                                                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    1140000 | PA      | $1151401.87    | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                         | Belrose Funding Trust II                                                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $100729.68     | 0.00%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     681000 | PA      | $629163.93     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B5, Class A3                                                                            | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2366531.69    | 0.01%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class A5                                                                            | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2447439.35    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B4, Class ASB                                                                           | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203018 | PA      | $202182.76     | 0.00%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B11, Class A4                                                                           | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2794926 | PA      | $2708253.42    | 0.01%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B23, Class A5                                                                           | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4394645.90    | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B10, Class A4                                                                           | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4873152.00    | 0.01%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B18, Class A5                                                                           | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2608000 | PA      | $2318612.77    | 0.01%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B22, Class A5                                                                           | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4419955.16    | 0.01%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B29, Class A4                                                                           | CUSIP: 08163JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $886559.84     | 0.00%             | 2054-09-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B29, Class A5                                                                           | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6660000 | PA      | $5882976.35    | 0.02%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B30, Class B                                                                            | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $204623.07     | 0.00%             | 2054-11-15      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A4                                                                           | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2156417.29    | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                                           | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1285394.23    | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-V2, Class A2                                                                            | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     499639 | PA      | $504698.02     | 0.00%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V5, Class B                                                                             | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1013363.54    | 0.00%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V13, Class A2                                                                           | CUSIP: 08164AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3025793.48    | 0.01%             | 2058-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V14, Class A3                                                                           | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $506370.06     | 0.00%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V14, Class A4                                                                           | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $515863.56     | 0.00%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2026-V21, Class A3                                                                           | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1619698.40    | 0.00%             | 2059-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V16, Class A3                                                                           | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $256263.44     | 0.00%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V8, Class C                                                                             | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1028202.39    | 0.00%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V12, Class AS                                                                           | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $514081.18     | 0.00%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A2                                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6089503.44    | 0.02%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1217000 | PA      | $1254462.60    | 0.00%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V9, Class AS                                                                            | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1029503.06    | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810000 | PA      | $1877923.61    | 0.01%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                            | BMARK, Series 2023-V4, Class A3                                                                                               | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4693944.69    | 0.01%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                            | BMARK, Series 2023-V4, Class B                                                                                                | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1053891.40    | 0.00%             | 2056-11-15      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class A3                                                                            | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2884150.25    | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class AS                                                                            | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1913162.31    | 0.01%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class B                                                                             | CUSIP: 081927AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $517305.21     | 0.00%             | 2057-03-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     870000 | PA      | $762674.45     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     315000 | PA      | $237732.82     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     250000 | PA      | $171194.84     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     815000 | PA      | $471446.07     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     950000 | PA      | $810610.91     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     920000 | PA      | $903133.97     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     735000 | PA      | $540770.36     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     875000 | PA      | $712156.48     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1164970.86    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     891000 | PA      | $696812.82     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $936766.24     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     827000 | PA      | $717286.17     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     994000 | PA      | $817283.61     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     948000 | PA      | $1014934.09    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $916011.09     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     640000 | PA      | $560804.78     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1941000 | PA      | $1584173.97    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1471800.53    | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     729000 | PA      | $669657.13     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1973000 | PA      | $1239131.87    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1024638.19    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     942000 | PA      | $553430.56     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1070649.35    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $1913517.33    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                         | Berkshire Hathaway, Inc.                                                                                                      | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $983829.01     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     875000 | PA      | $910381.41     | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     910000 | PA      | $926602.38     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1209570.15    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                               | Best Buy Co., Inc.                                                                                                            | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     936000 | PA      | $937141.20     | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                               | Best Buy Co., Inc.                                                                                                            | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     975000 | PA      | $871870.77     | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health, Inc.                                                   | Beth Israel Lahey Health, Inc., Series L                                                                                      | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     564000 | PA      | $362984.74     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     430000 | PA      | $452344.13     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                              | Big River Steel LLC                                                                                                           | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |     698000 | PA      | $699339.76     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                       | Bio-Rad Laboratories, Inc.                                                                                                    | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     829000 | PA      | $772188.82     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                                    | BioMarin Pharmaceutical, Inc.                                                                                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     600000 | PA      | $595862.29     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1082595.09    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1174313.13    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1723501.19    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     955000 | PA      | $612829.11     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     480000 | PA      | $499291.54     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     565000 | PA      | $588887.15     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     270000 | PA      | $274636.91     | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     644000 | PA      | $502291.53     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     465000 | PA      | $442038.55     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     597000 | PA      | $566800.91     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     566000 | PA      | $410963.30     | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     527000 | PA      | $483308.78     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     586000 | PA      | $600177.33     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     380000 | PA      | $400816.75     | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     425000 | PA      | $440882.84     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     660000 | PA      | $654146.65     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                          | Black Pearl Compute LLC                                                                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1979279.30    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackrock Liquidity Tempcash                                                     | BlackRock Liquidity TempCash Funds: Institutional Shares                                                                      | CUSIP: 09248U643<br>LEI: 549300FBEPBRWT48HK66 | Long             | STIV             | RF                | US        | 1052626716 | NS      | $1052938301.58 | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     540000 | PA      | $482402.07     | 0.00%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     435000 | PA      | $357123.66     | 0.00%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     460000 | PA      | $451761.96     | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     470000 | PA      | $353417.58     | 0.00%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     815000 | PA      | $755211.12     | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     461000 | PA      | $316526.31     | 0.00%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                  | Blackstone Mortgage Trust, Inc.                                                                                               | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     380000 | PA      | $374561.74     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Blackstone Mortgage Trust, Inc.                                                  | Blackstone Mortgage Trust, Inc.                                                                                               | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     455000 | PA      | $482850.30     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1361174.81    | 0.00%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     473000 | PA      | $279888.11     | 0.00%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     538000 | PA      | $504555.14     | 0.00%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     633000 | PA      | $539620.72     | 0.00%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     540000 | PA      | $320622.48     | 0.00%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     915000 | PA      | $802140.99     | 0.00%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $698471.15     | 0.00%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     895000 | PA      | $912088.38     | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     570000 | PA      | $603681.84     | 0.00%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     745000 | PA      | $709102.22     | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     575000 | PA      | $595275.46     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     495000 | PA      | $495023.18     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     570000 | PA      | $570094.50     | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     455000 | PA      | $451671.96     | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     530000 | PA      | $513374.80     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     585000 | PA      | $577083.07     | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     865000 | PA      | $821006.21     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1075388.25    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     395000 | PA      | $378374.65     | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     270000 | PA      | $259900.55     | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245906.71     | 0.00%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     870000 | PA      | $815884.79     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     555000 | PA      | $558786.24     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     405000 | PA      | $403978.04     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     350000 | PA      | $340841.34     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     430000 | PA      | $414383.15     | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     795000 | PA      | $785217.65     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     555000 | PA      | $547284.91     | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     485000 | PA      | $470619.26     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brightline East LLC                                                              | Brightline East LLC                                                                                                           | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1045000 | PA      | $98241.99      | 0.00%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                                       | Block Communications, Inc.                                                                                                    | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     415000 | PA      | $384297.84     | 0.00%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $813860.15     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     927000 | PA      | $878857.49     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $575575.64     | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands, Inc.                                                            | Bloomin' Brands, Inc.                                                                                                         | CUSIP: 094234AA9<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |     337000 | PA      | $304024.20     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $610433.48     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $548887.83     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     745000 | PA      | $747495.88     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $987366.66     | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     855000 | PA      | $744618.07     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     600000 | PA      | $539881.24     | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1033757.48    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     560000 | PA      | $373377.29     | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     365000 | PA      | $363463.30     | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| BlueLinx Holdings, Inc.                                                          | BlueLinx Holdings, Inc.                                                                                                       | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     330000 | PA      | $320821.72     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The), Series 2025                                                                          | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     520000 | PA      | $518368.38     | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1273000 | PA      | $1256193.28    | 0.00%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1540000 | PA      | $1382635.59    | 0.00%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     810000 | PA      | $566529.74     | 0.00%             | 2041-01-26      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1650000 | PA      | $1674831.22    | 0.00%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $690272.71     | 0.00%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2093993.33    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1613000 | PA      | $1635150.74    | 0.00%             | 2030-01-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2265000 | PA      | $2128764.16    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3640000 | PA      | $3508778.30    | 0.01%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2108000 | PA      | $1912631.15    | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1417306.12    | 0.00%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1343000 | PA      | $1212718.37    | 0.00%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2805000 | PA      | $2833191.10    | 0.01%             | 2029-01-13      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1005000 | PA      | $1027657.24    | 0.00%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1420000 | PA      | $1455550.44    | 0.00%             | 2035-02-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1423983.04    | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2215000 | PA      | $2290339.85    | 0.01%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1605000 | PA      | $1610048.06    | 0.00%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     670000 | PA      | $676097.16     | 0.00%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $783445.87     | 0.00%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                                                                 | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     604000 | PA      | $621772.92     | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $712098.74     | 0.00%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class B                                                                                  | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $512788.08     | 0.00%             | 2057-11-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     705000 | PA      | $704093.70     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     599000 | PA      | $600875.92     | 0.00%             | 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        |     670000 | PA      | $626361.19     | 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        |     300000 | PA      | $277080.25     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     675000 | PA      | $692432.92     | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     525000 | PA      | $519648.63     | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     600000 | PA      | $575329.94     | 0.00%             | 2029-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681LAS9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     800000 | PA      | $742675.92     | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     600000 | PA      | $593375.82     | 0.00%             | 2027-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681MAT5<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     600000 | PA      | $594658.60     | 0.00%             | 2031-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust, Series 2025-1, Class A4                                                                              | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501798.55     | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMW Vehicle Owner Trust, Series 2025-A, Class A4                                                                              | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503978.81     | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-5C11, Class C                                                                                 | CUSIP: 096941AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $249475.35     | 0.00%             | 2058-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2026-C14, Class C                                                                                  | CUSIP: 096942BB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $242728.77     | 0.00%             | 2059-02-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     330000 | PA      | $361158.37     | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     453000 | PA      | $483663.75     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     636000 | PA      | $703792.01     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     622000 | PA      | $630295.07     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     514000 | PA      | $352839.93     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     505000 | PA      | $356732.48     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     503000 | PA      | $492683.19     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     565000 | PA      | $468191.69     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     460000 | PA      | $322037.02     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     565000 | PA      | $551256.63     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     455000 | PA      | $328076.96     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1021802.66    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     495000 | PA      | $399396.01     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     455000 | PA      | $306571.02     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     634000 | PA      | $569703.02     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     827000 | PA      | $604942.33     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1134126.18    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     648000 | PA      | $559717.86     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $943063.11     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     970000 | PA      | $672020.03     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $2008405.01    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2436746.00    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5254000 | PA      | $5114621.52    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3184111.01    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3869000 | PA      | $3930325.18    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1139639.96    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1687851.38    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1037650.65    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1337237.32    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1025767.29    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2865034.42    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2747375.44    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1576715.31    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                                                             | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     435000 | PA      | $428940.82     | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $622614.78     | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $700847.25     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     775000 | PA      | $823725.21     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     630000 | PA      | $662608.92     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     815000 | PA      | $851062.40     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     710000 | PA      | $741112.24     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc.                                                                                                | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     688000 | PA      | $666966.19     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     990000 | PA      | $969159.22     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1041786.71    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     875000 | PA      | $893121.50     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503747.51     | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $326533.65     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     798000 | PA      | $782276.60     | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     585000 | PA      | $592212.31     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     540000 | PA      | $547966.28     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     439000 | PA      | $368136.84     | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1034663.17    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     470000 | PA      | $445954.23     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     460000 | PA      | $430465.80     | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     480000 | PA      | $472399.11     | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114977.27     | 0.00%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1060213.36    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     970000 | PA      | $932054.90     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     766000 | PA      | $713741.37     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1022339.67    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $912620.59     | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1080879.73    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1202623.18    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     320000 | PA      | $337465.86     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1014870.78    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     250000 | PA      | $274438.37     | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     375000 | PA      | $441206.12     | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1606170.72    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     556000 | PA      | $517209.10     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $949189.15     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1606552.24    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1040476.98    | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     925000 | PA      | $891364.17     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                                  | Boyne USA, Inc.                                                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $718772.21     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1295642.29    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2242000 | PA      | $2240658.21    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     719000 | PA      | $716262.73     | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1210890.71    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     628000 | PA      | $625324.24     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1160289.02    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $999430.34     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1217013.47    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2288000 | PA      | $1438932.53    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1738000 | PA      | $1114416.06    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1216756.85    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $862663.45     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2054873.74    | 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        |    1925000 | PA      | $1930137.22    | 0.01%             | 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        |    1585000 | PA      | $1592096.24    | 0.00%             | 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        |    1375000 | PA      | $1384604.99    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1658921.76    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1139103.44    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     875000 | PA      | $892600.94     | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1972043.27    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     765000 | PA      | $777236.35     | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                  | Brand Industrial Services, Inc.                                                                                               | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1277786.30    | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     447000 | PA      | $415742.28     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     475000 | PA      | $463615.11     | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     535000 | PA      | $556298.03     | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     590000 | PA      | $617889.07     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     600000 | PA      | $633831.72     | 0.00%             | 2027-05-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: —       |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1775000 | PA      | $2040584.86    | 0.01%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1850000 | PA      | $2028793.30    | 0.01%             | 2037-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2200000 | PA      | $2049815.74    | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3400000 | PA      | $2731478.59    | 0.01%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2800000 | PA      | $2384227.21    | 0.01%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3000000 | PA      | $2999979.91    | 0.01%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2000000 | PA      | $1990680.19    | 0.01%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3900000 | PA      | $2886041.44    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3400000 | PA      | $3260160.82    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1600000 | PA      | $1482348.96    | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2200000 | PA      | $2222158.53    | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1900000 | PA      | $1986294.13    | 0.01%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2200000 | PA      | $2228673.79    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2400000 | PA      | $2413761.06    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2000000 | PA      | $2063929.34    | 0.01%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4400000 | PA      | $4560988.91    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2400000 | PA      | $2445356.08    | 0.01%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2000000 | PA      | $2011829.46    | 0.01%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1400000 | PA      | $1380791.46    | 0.00%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3400000 | PA      | $3385491.47    | 0.01%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                                  | Breakwater Energy Holdings SARL                                                                                               | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     715000 | PA      | $761576.09     | 0.00%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                                                        | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     430000 | PA      | $420948.53     | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     545000 | PA      | $510512.51     | 0.00%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301588.94     | 0.00%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     535000 | PA      | $539907.94     | 0.00%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1041300.96    | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $712190.08     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     690000 | PA      | $695556.43     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     395000 | PA      | $229397.91     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brinker International, Inc.                                                      | Brinker International, Inc.                                                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     350000 | PA      | $366223.35     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     614000 | PA      | $611078.74     | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     445000 | PA      | $454904.69     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     460000 | PA      | $471807.13     | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     848000 | PA      | $636876.42     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     475000 | PA      | $410625.43     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2949000 | PA      | $2868896.56    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2368000 | PA      | $2108784.32    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3631000 | PA      | $2906211.47    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     825000 | PA      | $817308.07     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     985000 | PA      | $865239.64     | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     905000 | PA      | $828022.23     | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $973633.62     | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1234569.37    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $956926.17     | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1566653.92    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     870000 | PA      | $607780.42     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1833000 | PA      | $1063399.78    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1499256.21    | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     935000 | PA      | $737465.71     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1504604.63    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $912007.54     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1322769.73    | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     600000 | PA      | $642136.14     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53944.67      | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203901.50     | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     715000 | PA      | $733809.36     | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2480729.11    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     475000 | PA      | $467912.24     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2638927.07    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bristow Group, Inc.                                                              | Bristow Group, Inc.                                                                                                           | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508959.72     | 0.00%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAE Systems Finance, Inc.                                                        | BAE Systems Finance, Inc.                                                                                                     | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $677986.65     | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2021-1, Class A                                                                    | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455194 | PA      | $416317.12     | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     501765 | PA      | $475297.59     | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1055000 | PA      | $925387.54     | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1700000 | PA      | $1731393.66    | 0.00%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2415000 | PA      | $2472633.92    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2225000 | PA      | $2251869.18    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1880000 | PA      | $1902110.61    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $299241.57     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2060000 | PA      | $2025889.90    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      75000 | PA      | $75871.91      | 0.00%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    2572000 | PA      | $3067477.91    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     875000 | PA      | $886835.87     | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     567000 | PA      | $446936.02     | 0.00%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    1235000 | PA      | $1182061.83    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     547000 | PA      | $525828.01     | 0.00%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     280000 | PA      | $289457.79     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     805000 | PA      | $795340.41     | 0.00%             | 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        |     969000 | PA      | $944489.78     | 0.00%             | 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        |     255000 | PA      | $244824.72     | 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        |     370000 | PA      | $329996.13     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     475000 | PA      | $483176.00     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     225000 | PA      | $221229.76     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     831000 | PA      | $779667.30     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $947390.63     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | Broadstone Net Lease LLC                                                                                                      | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     295000 | PA      | $290964.08     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp.                                                                   | Broadcom Corp.                                                                                                                | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1018589.96    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | Broadstone Net Lease LLC                                                                                                      | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     510000 | PA      | $449696.55     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1758360.86    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1849000 | PA      | $1804609.28    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1057442.57    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     520000 | PA      | $529224.81     | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $2859650.57    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2364434.97    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1346654.50    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1294074.24    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3130815.92    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1462571.87    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1786877.52    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     635000 | PA      | $641871.98     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1469311.70    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1091720.91    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1830195.69    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1036626.24    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     720000 | PA      | $734429.23     | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     625000 | PA      | $640319.98     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1516071.94    | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1684932.64    | 0.00%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2429919.58    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     839000 | PA      | $806826.14     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2587120.47    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1596496.52    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1868000 | PA      | $1386415.53    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $2846416.87    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2216000 | PA      | $2029394.46    | 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        |    3474000 | PA      | $2776723.02    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     485000 | PA      | $479263.69     | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1463166.88    | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1998205.85    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     440000 | PA      | $436434.47     | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     910000 | PA      | $898899.86     | 0.00%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1315047.50    | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1325384.23    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                                   | Broadstreet Partners Group LLC                                                                                                | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     805000 | PA      | $792385.91     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     540000 | PA      | $533605.32     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | Brookfield Capital Finance LLC                                                                                                | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     680000 | PA      | $713710.84     | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     804000 | PA      | $671864.99     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1472000 | PA      | $1455318.67    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1018000 | PA      | $1021844.64    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1143000 | PA      | $1123778.29    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     783000 | PA      | $524311.40     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1023000 | PA      | $929353.90     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     665000 | PA      | $450422.18     | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     710000 | PA      | $754148.85     | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $828700.59     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     540000 | PA      | $548580.48     | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     380000 | PA      | $362628.42     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     485000 | PA      | $476139.23     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC                                                           | Brookfield Finance LLC                                                                                                        | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     997000 | PA      | $658243.33     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                                                      | Brookfield Finance I UK plc                                                                                                   | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $640673.52     | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     612000 | PA      | $612562.49     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     505000 | PA      | $473249.16     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     390000 | PA      | $375819.39     | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                                   | Brookfield Property REIT, Inc.                                                                                                | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     556000 | PA      | $544164.79     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $484160.22     | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $500563.44     | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     955000 | PA      | $931709.14     | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AE5<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     535000 | PA      | $531000.81     | 0.00%             | 2031-04-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     513000 | PA      | $415286.66     | 0.00%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     830000 | PA      | $647082.26     | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     710000 | PA      | $696364.71     | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     421000 | PA      | $332113.38     | 0.00%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     545000 | PA      | $544871.40     | 0.00%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     590000 | PA      | $576631.85     | 0.00%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     535000 | PA      | $569352.60     | 0.00%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     655000 | PA      | $664405.94     | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AZ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272369.11     | 0.00%             | 2036-03-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| County of Broward                                                                | County of Broward Airport System, Series 2019C                                                                                | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $831648.48     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     412000 | PA      | $410345.00     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1015714.84    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     455000 | PA      | $431719.99     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     755000 | PA      | $626054.55     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     630000 | PA      | $636039.50     | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     685000 | PA      | $686916.90     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     565000 | PA      | $564132.77     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     695000 | PA      | $693225.01     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     995000 | PA      | $991345.35     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     645000 | PA      | $641213.08     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     701000 | PA      | $578716.47     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     496000 | PA      | $431845.32     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     445000 | PA      | $437990.55     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | Brown University, Series A                                                                                                    | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |     225000 | PA      | $146286.10     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     735000 | PA      | $640586.91     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     525000 | PA      | $497324.25     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     560000 | PA      | $574516.83     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Sky Group Finance Ltd.                                                           | Sky Group Finance Ltd.                                                                                                        | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |     655000 | PA      | $702812.81     | 0.00%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AC5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     160000 | PA      | $167922.50     | 0.00%             | 2033-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     385000 | PA      | $352373.55     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     312000 | PA      | $276645.57     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     610000 | PA      | $605629.27     | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     605000 | PA      | $596936.90     | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     670000 | PA      | $664088.35     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     715000 | PA      | $738362.50     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     340000 | PA      | $351548.04     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     666000 | PA      | $652531.28     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1121184.84    | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     745000 | PA      | $751072.75     | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1070644.40    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     465000 | PA      | $469649.15     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     770000 | PA      | $764257.20     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1224254.30    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498133.52     | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     515000 | PA      | $510349.57     | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     865000 | PA      | $836284.10     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     335000 | PA      | $337172.14     | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     601000 | PA      | $561566.17     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     795000 | PA      | $792371.10     | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     805000 | PA      | $803120.70     | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     405000 | PA      | $402177.82     | 0.00%             | 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        |     450000 | PA      | $446241.46     | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     395000 | PA      | $384832.59     | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     405000 | PA      | $375821.02     | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     695000 | PA      | $647167.47     | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164190.22     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     470000 | PA      | $397201.93     | 0.00%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $786897.14     | 0.00%             | 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        |     713000 | PA      | $691823.09     | 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        |     485000 | PA      | $485088.21     | 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        |     565000 | PA      | $540304.51     | 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        |     625000 | PA      | $550961.03     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $500540.78     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | 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        |     745000 | PA      | $649808.15     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $683396.21     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     965000 | PA      | $885359.54     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     753000 | PA      | $655740.32     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $903734.70     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     656000 | PA      | $579880.58     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     902000 | PA      | $704140.18     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1006000 | PA      | $997173.95     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     793000 | PA      | $637635.18     | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     936000 | PA      | $734522.32     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     788000 | PA      | $628632.72     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     888000 | PA      | $636016.82     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $430473.76     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $686614.55     | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     715000 | PA      | $438577.27     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $800278.81     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1422595.04    | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1194200.77    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1051324.91    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $604120.21     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     323000 | PA      | $351948.54     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | 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        |     845000 | PA      | $919831.04     | 0.00%             | 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        |     425000 | PA      | $475025.95     | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                                        | C&S Group Enterprises LLC                                                                                                     | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     434000 | PA      | $401917.52     | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     274000 | PA      | $214259.01     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     498000 | PA      | $336325.05     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     578000 | PA      | $379952.04     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     625000 | PA      | $390750.06     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     607000 | PA      | $588898.15     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     627000 | PA      | $608605.40     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     587000 | PA      | $565639.66     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     882000 | PA      | $881927.95     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2369856.29    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1585482.45    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2867912.52    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2500113.35    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2643877.26    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1494564.61    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2382830.24    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1633179.92    | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1141662.55    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1589119.89    | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1128452.09    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2120375.78    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1407027.36    | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CCL Industries, Inc.                                                             | CCL Industries, Inc.                                                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     910000 | PA      | $852171.11     | 0.00%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD6, Class A4                                                                                  | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237852 | PA      | $234510.21     | 0.00%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $479358.26     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     947000 | PA      | $833980.21     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     480000 | PA      | $441255.44     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     983000 | PA      | $882355.23     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1168501.78    | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     470000 | PA      | $481552.71     | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     495000 | PA      | $496256.17     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     415000 | PA      | $420847.02     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345908.05     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAM2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491257.09     | 0.00%             | 2036-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1455000 | PA      | $1537732.96    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BE1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $1004846.41    | 0.00%             | 2028-07-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1265000 | PA      | $1294583.59    | 0.00%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1260000 | PA      | $1281828.59    | 0.00%             | 2030-01-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1202471.20    | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2018-CD7, Class B                                                                                   | CUSIP: 12512JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $385871.33     | 0.00%             | 2051-08-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     885000 | PA      | $874890.01     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBF5<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     986000 | PA      | $942030.26     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBH1<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     845000 | PA      | $812123.71     | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1191828.01    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150480.46     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     565000 | PA      | $560082.68     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                          | CD&R Smokey Buyer, Inc.                                                                                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $599866.20     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     716000 | PA      | $641745.78     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     860000 | PA      | $806207.21     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     870000 | PA      | $866889.07     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     875000 | PA      | $875887.46     | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                            | Cantor Commercial Real Estate Lending, Series 2019-CF2, Class A5                                                              | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $708728.63     | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Viridien                                                                         | Viridien                                                                                                                      | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      20000 | PA      | $21477.09      | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class A4                                                                     | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $989580.08     | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     545000 | PA      | $475237.28     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $701559.91     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                                      | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     565000 | PA      | $561298.70     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     540000 | PA      | $536588.46     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1169884.48    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     995000 | PA      | $930494.56     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1179322.41    | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1652495.17    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1563341.21    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1805267.12    | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1344438.41    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $485158.54     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     615000 | PA      | $645521.23     | 0.00%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                    | CHC Group LLC                                                                                                                 | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     500000 | PA      | $451404.24     | 0.00%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2923986.22    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2288993.00    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2977000 | PA      | $2576063.13    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     692000 | PA      | $679539.94     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $768656.43     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     562000 | PA      | $581861.48     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1324325.56    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     675000 | PA      | $523410.46     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $693865.75     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1709630.50    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1217860.53    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1516000 | PA      | $1021891.10    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1282297.86    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     860000 | PA      | $874218.33     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     785000 | PA      | $801682.97     | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1129500.42    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1442568.42    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     925000 | PA      | $923989.90     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1076357.36    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1265723.22    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1092950.41    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                  | First-Citizens Bank & Trust Co.                                                                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     600000 | PA      | $614697.35     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 II Ltd.                                            | CK Hutchison International 19 II Ltd.                                                                                         | CUSIP: 12563DAA3<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |     805000 | PA      | $763245.90     | 0.00%             | 2029-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 II Ltd.                                            | CK Hutchison International 19 II Ltd.                                                                                         | CUSIP: 12563DAB1<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |     750000 | PA      | $535183.45     | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CK Hutchison International 17 Ltd.                                               | CK Hutchison International 17 Ltd.                                                                                            | CUSIP: 12563UAB3<br>LEI: 254900TNOJOSKVTDPK87 | Long             | DBT              | CORP              | KY        |     590000 | PA      | $585638.87     | 0.00%             | 2027-04-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 II Ltd.                                            | CK Hutchison International 17 II Ltd.                                                                                         | CUSIP: 12563XAC5<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |    1103000 | PA      | $1086486.72    | 0.00%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 Ltd.                                               | CK Hutchison International 19 Ltd.                                                                                            | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    1017000 | PA      | $994098.42     | 0.00%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CK Hutchison International 20 Ltd.                                               | CK Hutchison International 20 Ltd.                                                                                            | CUSIP: 12564HAA3<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |     855000 | PA      | $793665.49     | 0.00%             | 2030-05-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd.                                               | CK Hutchison International 20 Ltd.                                                                                            | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |     685000 | PA      | $485333.97     | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CK Hutchison International 21 Ltd.                                               | CK Hutchison International 21 Ltd.                                                                                            | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |     680000 | PA      | $618314.72     | 0.00%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 21 Ltd.                                               | CK Hutchison International 21 Ltd.                                                                                            | CUSIP: 12565WAC5<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $607454.52     | 0.00%             | 2041-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| CK Hutchison International 23 Ltd.                                               | CK Hutchison International 23 Ltd.                                                                                            | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |     605000 | PA      | $608899.83     | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 23 Ltd.                                               | CK Hutchison International 23 Ltd.                                                                                            | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    1315000 | PA      | $1319133.42    | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CIMB Bank Bhd.                                                                   | CIMB Bank Bhd.                                                                                                                | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $389498.82     | 0.00%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     918000 | PA      | $904651.53     | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $873044.68     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1219295.05    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     850000 | PA      | $772408.27     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     790000 | PA      | $792721.79     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                                  | CMG Media Corp.                                                                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $485806.49     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     342000 | PA      | $298617.46     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     261000 | PA      | $257752.74     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     613000 | PA      | $599432.49     | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     532000 | PA      | $490420.66     | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     350000 | PA      | $358161.61     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                                                                        | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $583604.89     | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     905000 | PA      | $904307.01     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     705000 | PA      | $720845.90     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     650000 | PA      | $658257.21     | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     255000 | PA      | $255173.95     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     560000 | PA      | $562696.27     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     460000 | PA      | $454316.09     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     425000 | PA      | $416453.27     | 0.00%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                                                             | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     849000 | PA      | $841600.89     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2017-COR2, Class A3                                                                         | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $988734.02     | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A4                                                                    | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1888599.82    | 0.01%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                          | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     265000 | PA      | $246158.40     | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                          | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     549270 | PA      | $406528.95     | 0.00%             | 2031-01-15      | Variable      | 12.75%                | No            |                  2 | On Loan: No      |
| CPI CG, Inc.                                                                     | CPI CG, Inc.                                                                                                                  | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     288000 | PA      | $303414.17     | 0.00%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     535000 | PA      | $528299.02     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     680000 | PA      | $666571.70     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     540000 | PA      | $482748.95     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     625000 | PA      | $637229.82     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     615000 | PA      | $609973.08     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     490000 | PA      | $481394.35     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| XPO CNW, Inc.                                                                    | XPO CNW, Inc.                                                                                                                 | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $321082.63     | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2003 Ltd.                                                          | CNOOC Finance 2003 Ltd.                                                                                                       | CUSIP: 12615TAB4<br>LEI: 549300KSB04UT8CS3T40 | Long             | DBT              | CORP              | VG        |      10000 | PA      | $10538.09      | 0.00%             | 2033-05-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                                                                     | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     779000 | PA      | $782040.72     | 0.00%             | 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        |     825000 | PA      | $855233.93     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2011 Ltd.                                                          | CNOOC Finance 2011 Ltd.                                                                                                       | CUSIP: 12621VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     400000 | PA      | $431592.10     | 0.00%             | 2041-01-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNPC HK Overseas Capital Ltd.                                                    | CNPC HK Overseas Capital Ltd.                                                                                                 | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     200000 | PA      | $219640.01     | 0.00%             | 2041-04-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2012 Ltd.                                                          | CNOOC Finance 2012 Ltd.                                                                                                       | CUSIP: 12623UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     600000 | PA      | $593292.06     | 0.00%             | 2042-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |     600000 | PA      | $541762.16     | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    1100000 | PA      | $1051231.79    | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |     800000 | PA      | $603730.96     | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRH America, Inc.                                                                | CRH America, Inc.                                                                                                             | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |     640000 | PA      | $585148.09     | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $936562.50     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     960000 | PA      | $716086.35     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     997000 | PA      | $527792.73     | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1067254.11    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $779190.46     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $648861.95     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $815218.93     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $600049.21     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $869747.20     | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     490000 | PA      | $173081.47     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     990000 | PA      | $817118.79     | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1544468.03    | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty. Ltd.                                           | CNOOC Finance 2015 Australia Pty. Ltd.                                                                                        | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     820000 | PA      | $730135.27     | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC Finance 2015 USA LLC                                                                                                    | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001729.40    | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163517.57     | 0.00%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAB8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      70000 | PA      | $57486.78      | 0.00%             | 2047-05-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1026369.15    | 0.00%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     675000 | PA      | $559536.66     | 0.00%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     770000 | PA      | $784341.15     | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1200787.35    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     240000 | PA      | $237657.10     | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     875000 | PA      | $864252.50     | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     915000 | PA      | $899960.53     | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     555000 | PA      | $530941.99     | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                                                                     | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $494199.35     | 0.00%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     490000 | PA      | $525396.05     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     712000 | PA      | $769466.96     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     730000 | PA      | $789388.10     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     415000 | PA      | $418007.17     | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     749000 | PA      | $683981.49     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     518000 | PA      | $451609.12     | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $877635.48     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     535000 | PA      | $440738.75     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     725000 | PA      | $552138.21     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     898000 | PA      | $688885.63     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     710000 | PA      | $532899.82     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     934000 | PA      | $924461.36     | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1023431.28    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     986000 | PA      | $805620.81     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     452000 | PA      | $364330.39     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1341342.60    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     833000 | PA      | $724152.23     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     447000 | PA      | $372239.64     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     567000 | PA      | $527716.25     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     713000 | PA      | $490930.74     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     645000 | PA      | $478612.70     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     655000 | PA      | $383185.79     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $992790.41     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     943000 | PA      | $785085.04     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     545000 | PA      | $558678.01     | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     190000 | PA      | $168026.06     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     890000 | PA      | $893898.25     | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CTR Partnership LP                                                               | CTR Partnership LP                                                                                                            | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $541055.71     | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5                                                                   | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1736538.95    | 0.00%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class B                                                                    | CUSIP: 12652UAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $967260.66     | 0.00%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     530000 | PA      | $546032.12     | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     675000 | PA      | $702995.44     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495852.62     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                        | CNX Midstream Partners LP                                                                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $425858.01     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1467403.83    | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $643610.59     | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $448125.05     | 0.00%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    1560000 | PA      | $1538532.23    | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     680000 | PA      | $658477.12     | 0.00%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     715000 | PA      | $629786.39     | 0.00%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    1070000 | PA      | $905085.51     | 0.00%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     555000 | PA      | $467348.62     | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    1180000 | PA      | $1184313.64    | 0.00%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     825000 | PA      | $767905.73     | 0.00%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     207000 | PA      | $206246.89     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     595000 | PA      | $602436.02     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     505000 | PA      | $506614.84     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP                                                                  | CVR Partners LP                                                                                                               | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $519093.02     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     279000 | PA      | $284297.50     | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     686000 | PA      | $705104.57     | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     866000 | PA      | $791746.55     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1005687.81    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2525699.24    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4449772.78    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4972000 | PA      | $4611411.37    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7873000 | PA      | $6790061.17    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1578685.20    | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     757000 | PA      | $753013.72     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1249645.30    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     544000 | PA      | $457830.57     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $814173.11     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1945467.72    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1175677.76    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     105000 | PA      | $73436.27      | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1357126.92    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1033478.37    | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1477050.33    | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1669337.10    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1011478.77    | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1058687.94    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1102096.24    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1356986.62    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1605263.08    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     530000 | PA      | $502397.22     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     885000 | PA      | $905228.96     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1215267.30    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1634367.34    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1050406.36    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1095228.13    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     765000 | PA      | $792572.38     | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2370854.26    | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     650000 | PA      | $651560.48     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1411167.12    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1160184.41    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     545000 | PA      | $534158.66     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust, Series 2025-B, Class A3                                                                                  | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500444.99     | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                                  | Cable One, Inc.                                                                                                               | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     695000 | PA      | $486299.91     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CRH SMW Finance DAC                                                              | CRH SMW Finance DAC                                                                                                           | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     580000 | PA      | $592523.86     | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW Finance DAC                                                                                                           | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     670000 | PA      | $681978.04     | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                                                                   | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     695000 | PA      | $682091.93     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                                                                   | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     525000 | PA      | $526008.50     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     765000 | PA      | $761301.68     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     562000 | PA      | $559576.32     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     770000 | PA      | $789556.95     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     345000 | PA      | $347858.33     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     650000 | PA      | $625259.35     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316195.22     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                         | CACI International, Inc.                                                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1140801.70    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     345000 | PA      | $344765.62     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     915000 | PA      | $911538.06     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     475000 | PA      | $467935.51     | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1143590.69    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2095778.90    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1498770.95    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1070936.69    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $1736011.54    | 0.00%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    2660000 | PA      | $2332184.76    | 0.01%             | 2031-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     590000 | PA      | $522089.71     | 0.00%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    9365000 | PA      | $9298060.75    | 0.03%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2Q8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    4135000 | PA      | $4175807.45    | 0.01%             | 2029-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2R6<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    2700000 | PA      | $2687950.00    | 0.01%             | 2027-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2S4<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    1555000 | PA      | $1583743.39    | 0.00%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1150000 | PA      | $1180619.47    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1075000 | PA      | $1175097.20    | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1265000 | PA      | $1297450.46    | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     630000 | PA      | $656607.97     | 0.00%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $600437.66     | 0.00%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $600648.65     | 0.00%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     900000 | PA      | $907823.49     | 0.00%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $795029.46     | 0.00%             | 2032-04-22      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $789957.38     | 0.00%             | 2037-04-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                                                                       | CUSIP: 12804DAA2<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | NUSS              | BR        |     800000 | PA      | $811659.31     | 0.00%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                           | Calderys Financing LLC                                                                                                        | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     535000 | PA      | $551243.09     | 0.00%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                         | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |     990000 | PA      | $984968.69     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California Endowment (The)                                                       | California Endowment (The), Series 2021                                                                                       | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     530000 | PA      | $304153.66     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority, Series 2022                                                                 | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      55000 | PA      | $51188.11      | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority, Series 2022                                                                 | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     480000 | PA      | $433229.96     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     158000 | PA      | $125669.08     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     295000 | PA      | $255123.66     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     311000 | PA      | $193656.97     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     538000 | PA      | $561240.79     | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     735000 | PA      | $748903.78     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1900000 | PA      | $2178116.65    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2630000 | PA      | $3114913.27    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1155000 | PA      | $1320204.16    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     500000 | PA      | $574829.98     | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2010                                                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1200000 | PA      | $1422156.46    | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2010                                                                                              | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2350000 | PA      | $2810809.73    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2023                                                                                              | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     105000 | PA      | $102023.63     | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2023                                                                                              | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2067340.09    | 0.01%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2021                                                                                              | CUSIP: 13063DC48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     250000 | PA      | $240299.49     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | State of California, Series 2018                                                                                              | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2815000 | PA      | $2788254.36    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | State of California, Series 2018                                                                                              | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     125000 | PA      | $126554.40     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                              | CUSIP: 13063DMB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     500000 | PA      | $485407.30     | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                              | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     570000 | PA      | $541511.52     | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2024                                                                                              | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1032077.56    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2024                                                                                              | CUSIP: 13063EBQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1028779.53    | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                                                           | CUSIP: 13063EGT7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     350000 | PA      | $354528.97     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                                                           | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     500000 | PA      | $510194.85     | 0.00%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2020B                                                                                     | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     680000 | PA      | $454610.75     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2020E                                                                                     | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $70102.78      | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2021B                                                                                     | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1055000 | PA      | $689668.90     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| California State University                                                      | California State University, Series 2023B                                                                                     | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     110000 | PA      | $103310.81     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                                           | Calumet Specialty Products Partners LP                                                                                        | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $314228.29     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                                           | Calumet Specialty Products Partners LP                                                                                        | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $587976.37     | 0.00%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     452000 | PA      | $449728.65     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     800000 | PA      | $767939.27     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     380000 | PA      | $258601.81     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     792000 | PA      | $740540.83     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     485000 | PA      | $483603.44     | 0.00%             | 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        |     455000 | PA      | $441452.16     | 0.00%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $475172.95     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     998000 | PA      | $914210.76     | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1291000 | PA      | $1125815.47    | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     960000 | PA      | $839337.40     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $989910.32     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1237009.22    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     805000 | PA      | $637377.74     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     395000 | PA      | $355680.40     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     748000 | PA      | $445965.90     | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1040743.73    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     585000 | PA      | $568533.22     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $939453.59     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     595000 | PA      | $487176.76     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     795000 | PA      | $771291.43     | 0.00%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     795000 | PA      | $792849.07     | 0.00%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1490000 | PA      | $1400988.33    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     770000 | PA      | $766059.36     | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1340000 | PA      | $1355699.78    | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1120000 | PA      | $1133891.65    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1290000 | PA      | $1334962.04    | 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        |    1160000 | PA      | $1238789.52    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1265000 | PA      | $1274292.02    | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     840000 | PA      | $841080.03     | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $745369.14     | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     880000 | PA      | $878038.71     | 0.00%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1170000 | PA      | $1162112.45    | 0.00%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1285000 | PA      | $1274986.07    | 0.00%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1165000 | PA      | $1191755.55    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     623000 | PA      | $656702.26     | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     546000 | PA      | $593512.10     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $612540.00     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $485005.79     | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     788000 | PA      | $554870.13     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     894000 | PA      | $667281.42     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     817000 | PA      | $683929.46     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $446294.61     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $710010.31     | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     685000 | PA      | $655054.54     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     215000 | PA      | $229054.88     | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     725000 | PA      | $759575.04     | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     690000 | PA      | $666117.11     | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     455000 | PA      | $448891.23     | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $246667.13     | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     435000 | PA      | $484749.63     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $486625.65     | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     211000 | PA      | $219704.82     | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     595000 | PA      | $638308.92     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $1074209.45    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     509000 | PA      | $554459.95     | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1210000 | PA      | $1203542.97    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     980000 | PA      | $856129.86     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     657000 | PA      | $617319.27     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     945000 | PA      | $958777.24     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $136957.55     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     473000 | PA      | $528046.41     | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     570000 | PA      | $606452.37     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     517000 | PA      | $461175.67     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     355000 | PA      | $350345.94     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     938000 | PA      | $946114.49     | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $794470.21     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1485000 | PA      | $1325506.47    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     887000 | PA      | $653553.05     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1755000 | PA      | $1143016.43    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     770000 | PA      | $779848.69     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     515000 | PA      | $522495.50     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     515000 | PA      | $509223.25     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $495637.43     | 0.00%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     685000 | PA      | $627547.58     | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     493000 | PA      | $467508.62     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     493000 | PA      | $420087.85     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     285000 | PA      | $259100.17     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $411299.48     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     590000 | PA      | $416209.80     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     344000 | PA      | $253395.50     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                                                                          | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     545000 | PA      | $544004.86     | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                                                                          | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     950000 | PA      | $991813.45     | 0.00%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1705788.82    | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     759000 | PA      | $753984.07     | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1064209.08    | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     965000 | PA      | $851738.45     | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1320633.57    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1988855.81    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1137427.14    | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     745000 | PA      | $755411.46     | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1142597.80    | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1381469.64    | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1845699.60    | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2381144.74    | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1683177.44    | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     950000 | PA      | $975879.93     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     805000 | PA      | $834566.90     | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1015596.98    | 0.00%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1179745.59    | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1970324.94    | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     830000 | PA      | $815986.66     | 0.00%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1540096.98    | 0.00%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     725000 | PA      | $715627.98     | 0.00%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1708998.15    | 0.00%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2021-A2, Class A2                                                             | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $941011.33     | 0.00%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2025-A1, Class A                                                              | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1984540.53    | 0.01%             | 2030-09-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2025-A3, Class A                                                              | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2758830.62    | 0.01%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                                  | Capital Power US Holdings, Inc.                                                                                               | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $95665.75      | 0.00%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                                  | Capital Power US Holdings, Inc.                                                                                               | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103179.55     | 0.00%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp.                                                          | Capital Southwest Corp.                                                                                                       | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188326.11     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                            | Capstone Copper Corp.                                                                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     245000 | PA      | $249291.15     | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                          | Capstone Borrower, Inc.                                                                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     760000 | PA      | $732795.93     | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     390000 | PA      | $335372.20     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     396000 | PA      | $330089.28     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     448000 | PA      | $392691.14     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1268402.53    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     639000 | PA      | $517156.89     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1056943.65    | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     715000 | PA      | $729919.67     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1044400.81    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     625000 | PA      | $632339.80     | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     760000 | PA      | $740385.55     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     590000 | PA      | $586849.01     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     665000 | PA      | $660738.03     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     765000 | PA      | $678477.16     | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BJ2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     480000 | PA      | $368057.06     | 0.00%             | 2049-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BK9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     990000 | PA      | $958616.37     | 0.00%             | 2029-05-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1160424.95    | 0.00%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     985000 | PA      | $866935.61     | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     964000 | PA      | $633963.55     | 0.00%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1264396.31    | 0.00%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     405000 | PA      | $403435.42     | 0.00%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     860000 | PA      | $828273.78     | 0.00%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     865000 | PA      | $701032.80     | 0.00%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     860000 | PA      | $879036.46     | 0.00%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     675000 | PA      | $671340.64     | 0.00%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     385000 | PA      | $389623.45     | 0.00%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     715000 | PA      | $720191.57     | 0.00%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     595000 | PA      | $585344.88     | 0.00%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     565000 | PA      | $529015.89     | 0.00%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     765000 | PA      | $757105.57     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $985680.65     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     580000 | PA      | $501127.94     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     285000 | PA      | $281919.65     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200425.52     | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2024-4, Class A4                                                                              | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     860000 | PA      | $865187.95     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2025-3, Class A3                                                                              | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4008872.15    | 0.01%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carlyle Holdings II Finance LLC                                                  | Carlyle Holdings II Finance LLC                                                                                               | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $360751.86     | 0.00%             | 2043-03-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                                              | Carlyle Finance LLC                                                                                                           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $699226.98     | 0.00%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                   | Carlyle Finance Subsidiary LLC                                                                                                | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     701000 | PA      | $674977.04     | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Carlyle Group, Inc. (The)                                                        | Carlyle Group, Inc. (The)                                                                                                     | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     625000 | PA      | $605223.85     | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2024-1, Class A4                                                                              | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010359.44    | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2025-2, Class A3                                                                              | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $803490.37     | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2025-2, Class B                                                                               | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $505014.10     | 0.00%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2026-1, Class A3                                                                              | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1890266.49    | 0.01%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     304000 | PA      | $310840.69     | 0.00%             | 2028-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2485000 | PA      | $2428035.12    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     905000 | PA      | $939075.21     | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2215000 | PA      | $2247873.54    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     825000 | PA      | $837272.58     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     845000 | PA      | $857371.46     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3065000 | PA      | $3082433.35    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1300000 | PA      | $1295383.63    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                          | Carriage Services, Inc.                                                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     418000 | PA      | $404799.33     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     355000 | PA      | $381444.76     | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     478000 | PA      | $397903.08     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     375000 | PA      | $308857.15     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                       | Carpenter Technology Corp.                                                                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649842.12     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carriage Purchaser, Inc.                                                         | Carriage Purchaser, Inc.                                                                                                      | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $326625.00     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     770000 | PA      | $708108.40     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2423000 | PA      | $2267616.50    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1486000 | PA      | $1183194.02    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $952145.30     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     553000 | PA      | $583456.18     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     929000 | PA      | $976233.06     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cars.com, Inc.                                                                   | Cars.com, Inc.                                                                                                                | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     435000 | PA      | $427689.35     | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2220754 | PA      | $2456089.04    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1687716 | PA      | $1755694.95    | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                                                                      | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $497780.17     | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust, Series 2026-P1, Class A3                                                                      | CUSIP: 14689FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2487748.92    | 0.01%             | 2031-02-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Cascades, Inc.                                                                   | Cascades, Inc.                                                                                                                | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | US        |     580000 | PA      | $570299.81     | 0.00%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cascades, Inc.                                                                   | Cascades, Inc.                                                                                                                | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212047.34     | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | Case Western Reserve University, Series 22-C                                                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |     180000 | PA      | $162175.83     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corp.                                                          | Castle US Holding Corp.                                                                                                       | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |     205000 | PA      | $39909.65      | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     520000 | PA      | $540694.06     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     360000 | PA      | $394280.54     | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1024494.58    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1914000 | PA      | $1586472.35    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     700000 | PA      | $603313.73     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     471000 | PA      | $407336.12     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $809035.14     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     818000 | PA      | $775519.56     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     980000 | PA      | $921095.78     | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     947000 | PA      | $658115.31     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     780000 | PA      | $696440.18     | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1595044.26    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     155000 | PA      | $155427.59     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $984212.05     | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     885000 | PA      | $880659.16     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1021244.41    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     555000 | PA      | $560959.23     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     905000 | PA      | $907517.44     | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     920000 | PA      | $923939.68     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     705000 | PA      | $710395.51     | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     820000 | PA      | $831556.59     | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     445000 | PA      | $455002.98     | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     460000 | PA      | $462168.31     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp., Series K                                                                                | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     660000 | PA      | $659837.09     | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1109535.49    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     350000 | PA      | $348044.11     | 0.00%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     380000 | PA      | $376598.42     | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     540000 | PA      | $533364.36     | 0.00%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     978000 | PA      | $839254.15     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | Catholic Health Services of Long Island Obligated Group, Series 2020                                                          | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $346374.67     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                               | Caturus Energy LLC                                                                                                            | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105259.09     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     511000 | PA      | $491735.45     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $350796.46     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                       | Cedars-Sinai Health System, Series 2021                                                                                       | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $98288.80      | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     795000 | PA      | $833827.50     | 0.00%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     940000 | PA      | $996357.21     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     864000 | PA      | $902935.23     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1261437.14    | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1050646.30    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     480000 | PA      | $491008.97     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1405407.73    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     550000 | PA      | $572173.07     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     880000 | PA      | $920788.39     | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Celeo Redes Operacion Chile SA                                                   | Celeo Redes Operacion Chile SA                                                                                                | CUSIP: 15103JAA0<br>LEI: 959800U0HC7MFYWVH407 | Long             | DBT              | CORP              | CL        |     364662 | PA      | $337146.00     | 0.00%             | 2047-06-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                                                                        | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     650000 | PA      | $512449.82     | 0.00%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     590000 | PA      | $582025.37     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     470000 | PA      | $416328.22     | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     350000 | PA      | $349407.26     | 0.00%             | 2036-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1327834.32    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3331861.70    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1720901.36    | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1559816.43    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1858000 | PA      | $1615170.77    | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1717508.46    | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $895519.83     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     559000 | PA      | $611586.70     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAP4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $548430.17     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     605000 | PA      | $553370.74     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     655000 | PA      | $585415.95     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAX7<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    1144000 | PA      | $807316.78     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     695000 | PA      | $691378.89     | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $553403.31     | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     357000 | PA      | $335485.21     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     550000 | PA      | $564041.48     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series A                                                                                            | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     655000 | PA      | $676359.03     | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series B                                                                                            | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     665000 | PA      | $702296.99     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     185000 | PA      | $188422.52     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     395000 | PA      | $393617.51     | 0.00%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305948.39     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     295000 | PA      | $292790.11     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     395000 | PA      | $387615.30     | 0.00%             | 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        |     215000 | PA      | $219700.76     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series K2                                                                            | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     198000 | PA      | $220551.91     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     540000 | PA      | $421728.68     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     695000 | PA      | $600714.39     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     473000 | PA      | $366941.77     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AD                                                                            | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     493000 | PA      | $309581.06     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AE                                                                            | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     588000 | PA      | $528440.16     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AF                                                                            | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     835000 | PA      | $569037.15     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AG                                                                            | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     825000 | PA      | $753253.47     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AH                                                                            | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     545000 | PA      | $387418.32     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series ai.                                                                           | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     405000 | PA      | $399087.95     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AJ                                                                            | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     665000 | PA      | $581655.96     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     820000 | PA      | $823571.04     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     535000 | PA      | $500635.09     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     790000 | PA      | $805257.48     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252252.63     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     420000 | PA      | $420273.66     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     595000 | PA      | $602018.19     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AQ                                                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     385000 | PA      | $381160.65     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AR                                                                            | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244925.70     | 0.00%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     770000 | PA      | $683923.68     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1463333.31    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     415000 | PA      | $413540.71     | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     537000 | PA      | $508408.63     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     407000 | PA      | $382956.05     | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                        | Central Japan Railway Co.                                                                                                     | CUSIP: 153766AA8<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |     467000 | PA      | $383146.93     | 0.00%             | 2045-11-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Central Parent, Inc.                                                             | Central Parent, Inc.                                                                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     815000 | PA      | $489000.00     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC                                                                                                            | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $405000.00     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | Central Puget Sound Regional Transit Authority, Series 2009S-2T                                                               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $30202.90      | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                                     | Centrica plc                                                                                                                  | CUSIP: 15639KAB8<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |     410000 | PA      | $372683.79     | 0.00%             | 2043-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co.                                                             | Century Aluminum Co.                                                                                                          | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     325000 | PA      | $336676.74     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     503000 | PA      | $475474.55     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                     | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     265000 | PA      | $263849.99     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc., Series P                                                                                            | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381789.72     | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc., Series U                                                                                            | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     250000 | PA      | $233113.05     | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     355000 | PA      | $341945.15     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                               | Cerdia Finanz GmbH                                                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     890000 | PA      | $853355.30     | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp.                                                          | Champ Acquisition Corp.                                                                                                       | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $634413.29     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada, Inc.                                                       | Champion Iron Canada, Inc.                                                                                                    | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     270000 | PA      | $283062.15     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                                        | Champions Financing, Inc.                                                                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     560000 | PA      | $544595.78     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     580000 | PA      | $569557.27     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     655000 | PA      | $626450.10     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     550000 | PA      | $514174.18     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The)                                   | Charlotte-Mecklenburg Hospital Authority (The), Series 2021A                                                                  | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     435000 | PA      | $290623.19     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1495213.89    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                        | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     475000 | PA      | $499739.93     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1957089.00    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3093536.39    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     567000 | PA      | $531584.36     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1563417.72    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1371554.60    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $1907745.31    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1047252.66    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2108911.21    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1461438.06    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $997941.89     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $1964436.25    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1414631.49    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1161000.33    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $901149.44     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1210878.29    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1002671.84    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2522000 | PA      | $1585367.94    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1031374.29    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1406624.62    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $966665.37     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $917725.95     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $941858.19     | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1109966.77    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $776052.76     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1156748.04    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1249318.16    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1492343.75    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1171105.27    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     825000 | PA      | $777633.51     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | Chase Issuance Trust, Series 2025-A1, Class A                                                                                 | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $750156.57     | 0.00%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| RRD Parent, Inc.                                                                 | RRD Parent, Inc.                                                                                                              | CUSIP: 16208CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     454350 | PA      | $804389.89     | 0.00%             | 2031-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     622000 | PA      | $621072.74     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     667000 | PA      | $640317.32     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     485000 | PA      | $500444.46     | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     705000 | PA      | $721064.85     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3034191.67    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1858530.02    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1431752.58    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     916000 | PA      | $961211.94     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1723287.02    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     950000 | PA      | $967869.28     | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1471000 | PA      | $1465394.75    | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     655000 | PA      | $674933.23     | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     480000 | PA      | $474597.70     | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     365000 | PA      | $359422.74     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1415372.60    | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1502120.78    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     695000 | PA      | $589745.83     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     615000 | PA      | $626543.88     | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $663712.76     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $452045.09     | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     913000 | PA      | $522212.40     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     940000 | PA      | $905372.39     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     854000 | PA      | $851601.48     | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     923000 | PA      | $894363.21     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     370000 | PA      | $398853.39     | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493444.28     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1061762.85    | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     960000 | PA      | $972081.68     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     705000 | PA      | $717555.21     | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     880000 | PA      | $890565.14     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     450000 | PA      | $449900.66     | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     680000 | PA      | $679255.82     | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1066517.91    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1102171.32    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     960000 | PA      | $960600.19     | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1276525.73    | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1627389.76    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $789285.80     | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| City of Chicago                                                                  | City of Chicago, Series 2026A                                                                                                 | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     155000 | PA      | $155426.75     | 0.00%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series 2010B                                                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $543136.44     | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series 2018C                                                                            | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $68388.54      | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts                          | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008A                                                         | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1166950 | PA      | $1296855.77    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts                          | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008B                                                         | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     714646 | PA      | $793864.18     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Chicago Transit Authority Sales Tax Receipts Fund                                | Chicago Transit Authority Sales Tax Receipts Fund, Series 2010-B                                                              | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     386473 | PA      | $405241.31     | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center                                               | Children's Hospital Medical Center                                                                                            | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     300000 | PA      | $256242.81     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                                  | Children's Hospital Corp. (The), Series 2017                                                                                  | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     285000 | PA      | $234508.91     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                                  | Children's Hospital Corp. (The), Series 2020                                                                                  | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     265000 | PA      | $159707.14     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | Children's Hospital/DC, Series 2020                                                                                           | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     388000 | PA      | $247736.51     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| Children's Health System of Texas                                                | Children's Health System of Texas                                                                                             | CUSIP: 16876HAB5<br>LEI: 2549009WMIANX4ENYU35 | Long             | DBT              | CORP              | US        |     424000 | PA      | $245709.57     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia (The)                                        | Children's Hospital of Philadelphia (The), Series 2020                                                                        | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     305000 | PA      | $187822.05     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     550000 | PA      | $443471.58     | 0.00%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $788111.79     | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1600000 | PA      | $1571065.47    | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2250000 | PA      | $1625589.35    | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1600000 | PA      | $1427665.95    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1600000 | PA      | $1459306.76    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2004000 | PA      | $1238522.93    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2700000 | PA      | $2070904.76    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2200000 | PA      | $1895352.01    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $622846.24     | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1277514.02    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $784319.31     | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2000000 | PA      | $1771029.71    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1810762 | PA      | $1808084.70    | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1646692 | PA      | $1576157.49    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1800000 | PA      | $1822326.35    | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1600000 | PA      | $1675138.82    | 0.00%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     800000 | PA      | $789923.46     | 0.00%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     610000 | PA      | $584947.84     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     590000 | PA      | $553244.64     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     625000 | PA      | $632360.80     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     450000 | PA      | $445214.47     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     530000 | PA      | $547697.91     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $214331.57     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS Health, Series C                                                                                                     | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |     591000 | PA      | $587231.57     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     654000 | PA      | $697344.43     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC, Series 1                                                                                              | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     730000 | PA      | $811200.26     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $963459.73     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     970000 | PA      | $601786.78     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $668518.75     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1276127.73    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     845000 | PA      | $853295.63     | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1365274.61    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     569000 | PA      | $441647.45     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     930000 | PA      | $918448.03     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     660000 | PA      | $585380.22     | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     675000 | PA      | $607251.70     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     540000 | PA      | $566954.91     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     885000 | PA      | $877536.40     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     605000 | PA      | $604401.17     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     615000 | PA      | $628832.65     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                      | Ciena Corp.                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     450000 | PA      | $431527.07     | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                     | Cimpress plc                                                                                                                  | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     570000 | PA      | $576419.14     | 0.00%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                                               | CIMIC Finance Ltd.                                                                                                            | CUSIP: 17186PAA2<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $493792.81     | 0.00%             | 2036-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                                      | CIMIC Finance USA Pty. Ltd.                                                                                                   | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |     640000 | PA      | $680456.32     | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                       | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     738000 | PA      | $775539.53     | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                       | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     195000 | PA      | $204639.59     | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     930000 | PA      | $926664.95     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     608000 | PA      | $628236.09     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     994000 | PA      | $991809.69     | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     355000 | PA      | $345504.49     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374676.53     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                               | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1119977.84    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2331098.79    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1934000 | PA      | $1970929.64    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1839362.76    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2430660.60    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2374229.34    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2151406.83    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     940000 | PA      | $865524.26     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     945000 | PA      | $954069.66     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1193625.12    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1076214.22    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1209893.75    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     890000 | PA      | $857309.13     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1024030.58    | 0.00%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                                                           | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246071.58     | 0.00%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                                                           | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244248.94     | 0.00%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     310000 | PA      | $323914.39     | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     270000 | PA      | $278804.87     | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class A3                                                                 | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1286256 | PA      | $1274859.63    | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1315362.06    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1505480.76    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     681000 | PA      | $709229.77     | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     925000 | PA      | $966948.46     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     680000 | PA      | $706100.22     | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2047000 | PA      | $2560740.92    | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1378537.97    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1123977.12    | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1103248.71    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1168705.51    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2441000 | PA      | $2442227.72    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1763761.97    | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1775354.25    | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $923707.65     | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2893709.05    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2907280.09    | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1421744.35    | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $2222056.02    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2487734.74    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2515097.75    | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2036603.78    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1722332.04    | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3718000 | PA      | $3677254.68    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3500832.69    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3374000 | PA      | $3031247.61    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2178945.36    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1153435.66    | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3211429.49    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1478690.37    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2213415.07    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2881871.19    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2750743.02    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2711928.92    | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3134103.16    | 0.01%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     885000 | PA      | $898591.53     | 0.00%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3370263.57    | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2454739.69    | 0.01%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2169692.20    | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2285764.71    | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3515579.02    | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3                                                                 | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1094704.32    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $1880734.91    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2227326.88    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1116788.04    | 0.00%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2440515.19    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1955005.25    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2706140.56    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                                   | CGMS Commercial Mortgage Trust, Series 2017-B1, Class C                                                                       | CUSIP: 17326CBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $483409.03     | 0.00%             | 2050-08-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $3145288.51    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2982219.89    | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3077600.72    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1033674.52    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2913664.64    | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1408172.27    | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2791412.87    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                                                                 | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     924684 | PA      | $915278.97     | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class A4                                                                 | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $947479.16     | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class AS                                                                 | CUSIP: 17328CAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $471064.66     | 0.00%             | 2072-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class C                                                                  | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $885394.98     | 0.00%             | 2072-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class A5                                                               | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $944441.09     | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     895000 | PA      | $823485.85     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     365000 | PA      | $345486.66     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     700000 | PA      | $600246.22     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     480000 | PA      | $478998.51     | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1198365.13    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     860000 | PA      | $924244.41     | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1364675.68    | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     745000 | PA      | $754132.16     | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99106.72      | 0.00%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope, Series 2013                                                                                                     | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290604.15     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope, Series 2018                                                                                                     | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     318000 | PA      | $253733.91     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 Ltd.                                               | CK Hutchison International 24 Ltd.                                                                                            | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $820468.19     | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 Ltd.                                               | CK Hutchison International 24 Ltd.                                                                                            | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $1137496.47    | 0.00%             | 2034-04-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1416007.13    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1084459.17    | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     340000 | PA      | $379082.35     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 II Ltd.                                            | CK Hutchison International 24 II Ltd.                                                                                         | CUSIP: 178908AA7<br>LEI: 254900C3VDI6RVRNF366 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199257.00     | 0.00%             | 2030-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 II Ltd.                                            | CK Hutchison International 24 II Ltd.                                                                                         | CUSIP: 178908AB5<br>LEI: 254900C3VDI6RVRNF366 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $590930.41     | 0.00%             | 2034-09-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 25 Ltd.                                               | CK Hutchison International 25 Ltd.                                                                                            | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $494853.33     | 0.00%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | Claremont Mckenna College                                                                                                     | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     223000 | PA      | $143249.00     | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     965000 | PA      | $982054.54     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     625000 | PA      | $645130.18     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1170348.21    | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $907605.77     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     930000 | PA      | $842867.08     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | County of Clark Department of Aviation, Series 2010C                                                                          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     750000 | PA      | $819184.57     | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298144.58     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     540000 | PA      | $549785.67     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393864.07     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1083688.67    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1092839.99    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     940000 | PA      | $979282.10     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     895000 | PA      | $931506.59     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     645000 | PA      | $677374.72     | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp.                                                           | Clearwater Paper Corp.                                                                                                        | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     305000 | PA      | $268268.90     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     896000 | PA      | $889966.37     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     948000 | PA      | $887352.97     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     465000 | PA      | $428349.08     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     550000 | PA      | $550269.81     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleco Power LLC                                                                  | Cleco Power LLC                                                                                                               | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |     280000 | PA      | $277618.69     | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | Cleco Corporate Holdings LLC                                                                                                  | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     440000 | PA      | $371334.13     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     420000 | PA      | $404926.47     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     393000 | PA      | $361831.46     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     810000 | PA      | $807309.69     | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1633576.11    | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     845000 | PA      | $860828.54     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     885000 | PA      | $893447.98     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     805000 | PA      | $818807.85     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1196717.99    | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation (The)                                                | Cleveland Clinic Foundation (The)                                                                                             | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     320000 | PA      | $264507.49     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $413473.39     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $470611.48     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $442629.78     | 0.00%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     270000 | PA      | $218564.99     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     609000 | PA      | $598920.74     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     445000 | PA      | $441624.77     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $898489.88     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     530000 | PA      | $528334.79     | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     325000 | PA      | $321117.01     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3740316.32    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1595607.20    | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $968470.47     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     655000 | PA      | $644482.17     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $997873.41     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     555000 | PA      | $543862.06     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1090665.12    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     419000 | PA      | $416772.07     | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     490000 | PA      | $464948.91     | 0.00%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     345000 | PA      | $349392.40     | 0.00%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     545000 | PA      | $548641.26     | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240721.49     | 0.00%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     475000 | PA      | $470595.23     | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272336.17     | 0.00%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust, Series 2024-C, Class A3                                                                                  | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1997632.11    | 0.01%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | Cobra AcquisitionCo LLC                                                                                                       | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     411000 | PA      | $358544.44     | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | Cobra AcquisitionCo LLC                                                                                                       | CUSIP: 19106CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $275315.77     | 0.00%             | 2029-11-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                                                                  | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1113943.98    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                                                                  | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     555000 | PA      | $569947.53     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     447000 | PA      | $442170.16     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1346404.52    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     815000 | PA      | $663839.66     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1579000 | PA      | $1537409.25    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1065235.75    | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1740551.88    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1088004.69    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $896727.15     | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     940000 | PA      | $536057.31     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $848193.73     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1273262.01    | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1343339.89    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1259490.98    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1007797.10    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1848000 | PA      | $1206263.94    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1390951.35    | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     985000 | PA      | $744991.44     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     920000 | PA      | $946465.06     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     960000 | PA      | $916478.08     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1531247.01    | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     575000 | PA      | $577371.33     | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1462324.04    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     390000 | PA      | $371845.10     | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    1047000 | PA      | $980430.73     | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     920000 | PA      | $771417.00     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     450000 | PA      | $452551.93     | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                               | Coeur Mining, Inc.                                                                                                            | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     371000 | PA      | $369050.42     | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                               | Coeur Mining, Inc.                                                                                                            | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309194.36     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     445000 | PA      | $442744.81     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     295000 | PA      | $293217.00     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     605000 | PA      | $561669.39     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1116989.67    | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     755000 | PA      | $661862.64     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     725000 | PA      | $717113.03     | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     575000 | PA      | $540368.02     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     740000 | PA      | $748813.41     | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     825000 | PA      | $836056.60     | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     915000 | PA      | $915929.86     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     694000 | PA      | $694613.91     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     620000 | PA      | $517942.83     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     825000 | PA      | $632790.04     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1700000 | PA      | $1747314.18    | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2050000 | PA      | $1852536.35    | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2000000 | PA      | $1653932.03    | 0.00%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1380000 | PA      | $1050467.99    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     662000 | PA      | $657107.17     | 0.00%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1400000 | PA      | $1358853.53    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     845000 | PA      | $643790.17     | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1225000 | PA      | $1105371.35    | 0.00%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1569094.84    | 0.00%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1400000 | PA      | $1188075.32    | 0.00%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1559000 | PA      | $1678523.80    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2002000 | PA      | $2095244.82    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1953362.59    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $2044800.52    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1898943.37    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1600000 | PA      | $1748848.02    | 0.00%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1886756.09    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1600000 | PA      | $1590431.62    | 0.00%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1200448.55    | 0.00%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $995290.00     | 0.00%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                       | Colonial Enterprises, Inc.                                                                                                    | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     631000 | PA      | $591559.08     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                       | Colonial Enterprises, Inc.                                                                                                    | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $310082.90     | 0.00%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AG7<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |     655000 | PA      | $722356.44     | 0.00%             | 2032-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AN2<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |     441000 | PA      | $343122.05     | 0.00%             | 2043-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AQ5<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |     770000 | PA      | $578296.80     | 0.00%             | 2048-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group, Inc.                                                    | Columbia Pipeline Group, Inc.                                                                                                 | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     792000 | PA      | $773218.07     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $928353.29     | 0.00%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $413607.61     | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $277253.97     | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64562.82      | 0.00%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $690149.09     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1525506.68    | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1513614.41    | 0.00%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $473490.67     | 0.00%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $986561.10     | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $426961.98     | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $71004.13      | 0.00%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9759.41       | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York (The)                    | Trustees of Columbia University in the City of New York (The), Series 2024                                                    | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     210000 | PA      | $202917.23     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                          | Columbus McKinnon Corp.                                                                                                       | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     905000 | PA      | $910309.45     | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     831000 | PA      | $931417.71     | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     867000 | PA      | $894230.94     | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     900000 | PA      | $985299.70     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     624000 | PA      | $675637.13     | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     621000 | PA      | $696579.24     | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     389000 | PA      | $418311.39     | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     774000 | PA      | $664448.64     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1604934.86    | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     677000 | PA      | $575556.45     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1170154.58    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1122746.34    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     998000 | PA      | $828732.48     | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1100167.19    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $883028.92     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     949000 | PA      | $700351.66     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1593121.98    | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2152000 | PA      | $1578610.73    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2082000 | PA      | $1503310.94    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $729369.40     | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162573.35     | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1111680.28    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $881269.19     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $919487.06     | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1400049.29    | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1164379.56    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     470000 | PA      | $468221.23     | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1613353.59    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1036925.55    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1190149.06    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2269000 | PA      | $2122684.55    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1221713.62    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1330730.98    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1888000 | PA      | $1069551.30    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2064000 | PA      | $1830447.83    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1784000 | PA      | $1546105.14    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1651000 | PA      | $853403.50     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $623864.75     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5158000 | PA      | $2959805.45    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6025000 | PA      | $3317016.73    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3464000 | PA      | $1820904.70    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1314000 | PA      | $1362959.61    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1136231.41    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     355000 | PA      | $356895.31     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1072619.03    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1482526.35    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1058416.75    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122495.99     | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1194883.46    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1637986.35    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     860000 | PA      | $872204.88     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1133775.96    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     670000 | PA      | $674585.46     | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9345000 | PA      | $9095001.86    | 0.02%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | Fifth Third Bank NA                                                                                                           | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320668.12     | 0.00%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                                                      | Fifth Third Financial Corp.                                                                                                   | CUSIP: 200340AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $414049.88     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fifth Third Financial Corp.                                                      | Fifth Third Financial Corp.                                                                                                   | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $928087.17     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     365000 | PA      | $339509.48     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     310000 | PA      | $297073.67     | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     365000 | PA      | $343440.14     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     490000 | PA      | $490117.00     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     975000 | PA      | $973955.65     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     557000 | PA      | $533282.14     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     787000 | PA      | $608741.37     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     660000 | PA      | $483694.86     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     388000 | PA      | $358034.41     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     620000 | PA      | $454560.94     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173725.74     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     205000 | PA      | $218436.72     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     525000 | PA      | $534684.46     | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     670000 | PA      | $672155.25     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     205000 | PA      | $191633.46     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     310000 | PA      | $305128.26     | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      95000 | PA      | $91383.51      | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104751.65     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health, Series 2025                                                                                              | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     440000 | PA      | $428144.97     | 0.00%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1130000 | PA      | $906362.45     | 0.00%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1345000 | PA      | $1291451.70    | 0.00%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1754000 | PA      | $1435566.94    | 0.00%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1465000 | PA      | $1326354.04    | 0.00%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1220000 | PA      | $929002.80     | 0.00%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1145000 | PA      | $1075510.78    | 0.00%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     980000 | PA      | $1012401.67    | 0.00%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $198977.51     | 0.00%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     540000 | PA      | $542603.36     | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     890000 | PA      | $882177.19     | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia, Series C                                                                                      | CUSIP: 20271RAX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     710000 | PA      | $711602.81     | 0.00%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     672000 | PA      | $710345.12     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     363000 | PA      | $397972.27     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     175000 | PA      | $140713.38     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     420000 | PA      | $366727.82     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     321000 | PA      | $282661.55     | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     347000 | PA      | $265198.04     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     466000 | PA      | $385676.27     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     610000 | PA      | $455094.89     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 122                                                                                           | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     805000 | PA      | $793231.25     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 123                                                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     683000 | PA      | $508754.98     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     790000 | PA      | $613098.34     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     760000 | PA      | $751163.31     | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     478000 | PA      | $364963.07     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 127                                                                                           | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     439000 | PA      | $291151.78     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     592000 | PA      | $544175.26     | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     407000 | PA      | $259070.70     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 130                                                                                           | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     710000 | PA      | $458838.34     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 131                                                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     655000 | PA      | $390778.10     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 133                                                                                           | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     395000 | PA      | $289745.70     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 132                                                                                           | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     355000 | PA      | $328916.09     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80654.35      | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     495000 | PA      | $459526.21     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     275000 | PA      | $282273.48     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     335000 | PA      | $324985.05     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     605000 | PA      | $611474.12     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Deutsche Bank AG, New York                                                                                                    | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1620000 | PA      | $1280493.15    | 0.00%             | 2047-07-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     670000 | PA      | $661378.86     | 0.00%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JZ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     805000 | PA      | $800359.80     | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KF5<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     770000 | PA      | $678202.26     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KX6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     670000 | PA      | $676096.03     | 0.00%             | 2030-03-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2018A                                                                                | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     600000 | PA      | $547520.37     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2021A                                                                                | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     710000 | PA      | $530035.70     | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Community Health Network, Inc.                                                   | Community Health Network, Inc., Series 20-A                                                                                   | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $365334.82     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                             | Compass Minerals International, Inc.                                                                                          | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     360000 | PA      | $375828.16     | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                           | Compass Group Diversified Holdings LLC                                                                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     972754 | PA      | $921036.14     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                           | Compass Group Diversified Holdings LLC                                                                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     319106 | PA      | $282680.98     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CompoSecure Holdings LLC                                                         | CompoSecure Holdings LLC                                                                                                      | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $837101.78     | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1158439.49    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     915000 | PA      | $886267.44     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     555000 | PA      | $552686.98     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     367000 | PA      | $384899.54     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     245000 | PA      | $276214.52     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1657842.67    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1331000 | PA      | $1239657.96    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1055569.65    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     972000 | PA      | $926187.79     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1011143.91    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     690000 | PA      | $693299.74     | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Concentra Health Services, Inc.                                                  | Concentra Health Services, Inc.                                                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     697000 | PA      | $720369.37     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $996896.46     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     535000 | PA      | $489295.97     | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195170.04     | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC                                                   | Conduent Business Services LLC                                                                                                | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |     536000 | PA      | $383677.12     | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL                                                                                                            | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2106271.43    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                           | Connect Holding II LLC                                                                                                        | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2052459.87    | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     655000 | PA      | $548252.71     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     545000 | PA      | $442844.76     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     747000 | PA      | $583827.72     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     595000 | PA      | $526121.28     | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     621000 | PA      | $575305.99     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     485000 | PA      | $487377.39     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     505000 | PA      | $508755.41     | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     525000 | PA      | $523120.84     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     485000 | PA      | $492667.08     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut, Series A                                                                                                | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    1340000 | PA      | $1426718.46    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     830000 | PA      | $891321.79     | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     475000 | PA      | $510700.70     | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     590000 | PA      | $624795.04     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1234785.48    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     523000 | PA      | $460815.56     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                                                                      | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     355000 | PA      | $377583.64     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $898263.49     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411060.05     | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $989869.15     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     949000 | PA      | $768067.42     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1234189.61    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1168139.26    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1135273.09    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1098383.37    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     695000 | PA      | $668506.40     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1722050.87    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     745000 | PA      | $757229.86     | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1351571.56    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1036854.80    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     575000 | PA      | $549087.70     | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                                  | Consensus Cloud Solutions, Inc.                                                                                               | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $446247.52     | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 05-A                                                                        | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     310000 | PA      | $315409.54     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 06-A                                                                        | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     666000 | PA      | $701491.48     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 06-B                                                                        | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     510000 | PA      | $547646.04     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 07-A                                                                        | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     200000 | PA      | $216803.53     | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 08-B                                                                        | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     587000 | PA      | $662579.62     | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 09-C                                                                        | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     475000 | PA      | $477694.96     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     393000 | PA      | $399492.57     | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 12-A                                                                        | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     443000 | PA      | $372721.80     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     935000 | PA      | $754058.55     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     838000 | PA      | $714567.62     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     707000 | PA      | $582339.92     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     691000 | PA      | $581985.83     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     763000 | PA      | $586256.87     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     615000 | PA      | $475879.77     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 2017                                                                        | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     619000 | PA      | $471923.34     | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series B                                                                           | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     545000 | PA      | $536627.65     | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     728000 | PA      | $527957.93     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     545000 | PA      | $540155.56     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     726000 | PA      | $576791.90     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series D                                                                           | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     545000 | PA      | $541065.93     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series E                                                                           | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     790000 | PA      | $669126.12     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series A                                                                           | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     620000 | PA      | $485270.19     | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     482000 | PA      | $329228.59     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20A                                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     655000 | PA      | $628827.92     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20B                                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $908829.59     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     532000 | PA      | $309163.52     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     838000 | PA      | $757325.32     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     683000 | PA      | $456341.23     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     690000 | PA      | $449350.78     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     680000 | PA      | $707084.25     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     465000 | PA      | $476473.95     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     550000 | PA      | $571454.03     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     940000 | PA      | $940946.67     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     435000 | PA      | $447169.84     | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     915000 | PA      | $894344.94     | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105659.92     | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     115000 | PA      | $108961.27     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     570000 | PA      | $558418.13     | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $563194.35     | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     480000 | PA      | $489653.60     | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     613000 | PA      | $608271.59     | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     700000 | PA      | $574909.43     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     543000 | PA      | $535325.83     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     650000 | PA      | $498740.60     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     575000 | PA      | $576909.62     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     476000 | PA      | $430016.78     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     976000 | PA      | $934897.02     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     865000 | PA      | $810391.63     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     620000 | PA      | $447174.72     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1259055.07    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     620000 | PA      | $620291.13     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119090.67     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1122241.52    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     485000 | PA      | $487871.72     | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251666.40     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     390000 | PA      | $378589.74     | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                                     | Constellation Software, Inc.                                                                                                  | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $802530.22     | 0.00%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                                     | Constellation Software, Inc.                                                                                                  | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     610000 | PA      | $597520.01     | 0.00%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     845000 | PA      | $862208.81     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     555000 | PA      | $581726.51     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     450000 | PA      | $480912.37     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1094645.89    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $991289.33     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1142675.21    | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1350900.10    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     880000 | PA      | $840531.14     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794052.37     | 0.00%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     385000 | PA      | $381158.36     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     520000 | PA      | $500361.85     | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     445000 | PA      | $444694.43     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     595000 | PA      | $572976.96     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     385000 | PA      | $394709.48     | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     191000 | PA      | $154694.18     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     990000 | PA      | $697554.79     | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     375000 | PA      | $291783.11     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     800000 | PA      | $625741.27     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     238000 | PA      | $234946.10     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     550000 | PA      | $448216.42     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     635000 | PA      | $467633.23     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $681294.11     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     644000 | PA      | $455826.82     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     357000 | PA      | $214460.09     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     240000 | PA      | $226570.51     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     480000 | PA      | $377877.23     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     403000 | PA      | $405661.47     | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     670000 | PA      | $662472.63     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     780000 | PA      | $790933.01     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     638000 | PA      | $642000.91     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     290000 | PA      | $292263.78     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     655000 | PA      | $653705.45     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     800000 | PA      | $802553.82     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     949000 | PA      | $759622.63     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1427035.43    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1660732.69    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     910000 | PA      | $801904.19     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                               | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     520000 | PA      | $529595.17     | 0.00%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conuma Resources Ltd.                                                            | Conuma Resources Ltd.                                                                                                         | CUSIP: 21240FAA0<br>LEI: 549300YVRVP2GAVPY828 | Long             | DBT              | CORP              | CA        |     232000 | PA      | $225630.11     | 0.00%             | 2028-05-01      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                                 | Cooper-Standard Automotive, Inc.                                                                                              | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1339263.76    | 0.00%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1461000 | PA      | $1423878.75    | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1086000 | PA      | $1000626.65    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1687000 | PA      | $1652136.90    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     390000 | PA      | $395009.93     | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     935000 | PA      | $940113.72     | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     180000 | PA      | $182356.15     | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $501112.00     | 0.00%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $497101.66     | 0.00%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $248392.11     | 0.00%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $246366.96     | 0.00%             | 2031-01-14      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $500443.74     | 0.00%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                  | CoreLogic, Inc.                                                                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     775000 | PA      | $753677.42     | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                                                               | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     295000 | PA      | $292632.50     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     510000 | PA      | $531859.55     | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1113058.22    | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1341881.49    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1246403.19    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     565000 | PA      | $470398.01     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1184015.59    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1024967.93    | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     545000 | PA      | $573321.17     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     815000 | PA      | $837701.47     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     885000 | PA      | $880145.12     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1974381.79    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1873625.43    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     595000 | PA      | $598686.34     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific Finance I LLC                                                    | Core Scientific Finance I LLC                                                                                                 | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1271965.05    | 0.00%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University                                                                                                            | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     480000 | PA      | $482949.35     | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University, Series 2025                                                                                               | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     570000 | PA      | $566223.24     | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University, Series 2025                                                                                               | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     525000 | PA      | $520576.67     | 0.00%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                             | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     264000 | PA      | $46984.35      | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     505000 | PA      | $324333.06     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     513000 | PA      | $521486.77     | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     694000 | PA      | $626210.02     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     611000 | PA      | $583414.92     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     748000 | PA      | $585185.43     | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     655000 | PA      | $613023.60     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     590000 | PA      | $567348.66     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     570000 | PA      | $426710.22     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $971280.40     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                       | Coronado Finance Pty. Ltd.                                                                                                    | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     423000 | PA      | $384530.13     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |    1585000 | PA      | $1614545.02    | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |    2174000 | PA      | $2220100.55    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |     895000 | PA      | $895187.44     | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |      60000 | PA      | $61475.89      | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAK4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $606975.08     | 0.00%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAL2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $626463.66     | 0.00%             | 2036-10-24      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     800000 | PA      | $653823.17     | 0.00%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     817000 | PA      | $672023.16     | 0.00%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21229750 | PA      | $18181616.25   | 0.05%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16192000 | PA      | $14418146.48   | 0.04%             | 2056-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38262750 | PA      | $34581454.86   | 0.09%             | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34407000 | PA      | $32098660.18   | 0.09%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37456000 | PA      | $36115777.50   | 0.10%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   77384000 | PA      | $76706202.06   | 0.21%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -5400000 | PA      | $-5437947.04   | -0.01%            | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64775000 | PA      | $65230188.82   | 0.18%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23325000 | PA      | $23778852.02   | 0.07%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14696305 | PA      | $15350471.19   | 0.04%             | 2056-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     555000 | PA      | $503561.30     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     765000 | PA      | $715357.22     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     485000 | PA      | $411972.75     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     902000 | PA      | $893789.04     | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1231666.23    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $1826599.78    | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    1214000 | PA      | $1053377.65    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                                                               | CoStar Group, Inc.                                                                                                            | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    1217000 | PA      | $1102696.71    | 0.00%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | Cottage Health Obligated Group, Series 2020                                                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     439000 | PA      | $300395.35     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     953000 | PA      | $922835.59     | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1085972.52    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     385000 | PA      | $374741.58     | 0.00%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                         | Cougar JV Subsidiary LLC                                                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $761838.35     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |     460000 | PA      | $457656.50     | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    1045000 | PA      | $1049916.29    | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |     730000 | PA      | $735107.68     | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |     825000 | PA      | $838575.09     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |     135000 | PA      | $134183.99     | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    1750000 | PA      | $1728179.98    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     485000 | PA      | $494071.43     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197160.18     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     410000 | PA      | $416343.79     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     370000 | PA      | $357819.68     | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     735000 | PA      | $703048.07     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     477000 | PA      | $539450.64     | 0.00%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     536000 | PA      | $416923.00     | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     721000 | PA      | $545858.49     | 0.00%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1131584.86    | 0.00%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1213921.92    | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CK1<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     565000 | PA      | $408731.96     | 0.00%             | 2047-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     998000 | PA      | $869457.03     | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     900000 | PA      | $484260.03     | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     780000 | PA      | $691917.60     | 0.00%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     840000 | PA      | $508230.78     | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1167602.93    | 0.00%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1160030.01    | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     995000 | PA      | $838737.95     | 0.00%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     655000 | PA      | $629591.09     | 0.00%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     805000 | PA      | $690975.28     | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAD0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $245542.75     | 0.00%             | 2027-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAQ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1700000 | PA      | $1491447.44    | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| CPPIB Capital Inc                                                                | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     755000 | PA      | $759170.31     | 0.00%             | 2028-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Canada                                                                           | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VBD9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     440000 | PA      | $440579.44     | 0.00%             | 2030-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                                    | Crane NXT Co.                                                                                                                 | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     199000 | PA      | $202255.77     | 0.00%             | 2036-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                                    | Crane NXT Co.                                                                                                                 | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     345000 | PA      | $225299.51     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $631667.88     | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $378639.78     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1175000 | PA      | $1156325.72    | 0.00%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1223000 | PA      | $1152206.31    | 0.00%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1435000 | PA      | $999595.88     | 0.00%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1340000 | PA      | $1390574.59    | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1370000 | PA      | $1394053.08    | 0.00%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1130000 | PA      | $1166586.08    | 0.00%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAK9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     980000 | PA      | $996360.18     | 0.00%             | 2034-03-11      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1165000 | PA      | $1209582.23    | 0.00%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1265000 | PA      | $1286817.87    | 0.00%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1710000 | PA      | $1710567.23    | 0.00%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1435000 | PA      | $1478324.42    | 0.00%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     585000 | PA      | $590897.09     | 0.00%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $505967.00     | 0.00%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $980761.05     | 0.00%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1250000 | PA      | $1233904.00    | 0.00%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1764425.42    | 0.00%             | 2037-01-12      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1975000 | PA      | $1969946.08    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3182000 | PA      | $3146598.08    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3585000 | PA      | $3504691.35    | 0.01%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3100000 | PA      | $2849015.12    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2450000 | PA      | $2508046.69    | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2515000 | PA      | $2701746.57    | 0.01%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     990000 | PA      | $1203721.33    | 0.00%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1710000 | PA      | $1773660.26    | 0.00%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2535000 | PA      | $2696018.86    | 0.01%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1675000 | PA      | $1656971.67    | 0.00%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     870000 | PA      | $854592.38     | 0.00%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1650000 | PA      | $1600614.96    | 0.00%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1400000 | PA      | $1382494.19    | 0.00%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1400000 | PA      | $1377755.66    | 0.00%             | 2032-08-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1400000 | PA      | $1372624.82    | 0.00%             | 2037-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS Americas, Inc.                                                               | UBS Americas, Inc.                                                                                                            | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $2057328.36    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1755342.46    | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $1039918.40    | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                                                                   | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     421000 | PA      | $408540.22     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                                                                   | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     405000 | PA      | $376833.67     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $855425.40     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $532796.90     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc.                                                                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     752000 | PA      | $716736.65     | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                            | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     520000 | PA      | $521602.11     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                            | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     560000 | PA      | $564047.33     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     484000 | PA      | $402750.91     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1047269.02    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1160844.83    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     995000 | PA      | $986197.02     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     379000 | PA      | $332701.53     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     702000 | PA      | $664199.16     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     570000 | PA      | $414201.51     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     650000 | PA      | $493718.04     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     937000 | PA      | $882375.97     | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1112353.43    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $819147.21     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1057766.91    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1094279.50    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     890000 | PA      | $788059.82     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1067862.45    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     975000 | PA      | $979781.67     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     920000 | PA      | $911884.44     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     795000 | PA      | $815257.49     | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     900000 | PA      | $926753.40     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1054752.74    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794719.49     | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C15, Class A4                                                                    | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $982200.37     | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     157000 | PA      | $156051.14     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     360000 | PA      | $338935.91     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     280000 | PA      | $246209.19     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     935000 | PA      | $883552.12     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     770000 | PA      | $675924.68     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123485.09     | 0.00%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     820000 | PA      | $767910.01     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     947000 | PA      | $562250.46     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1023239.66    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     395000 | PA      | $401343.83     | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     610000 | PA      | $622351.22     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1006841.26    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     695000 | PA      | $696240.32     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     755000 | PA      | $761849.60     | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     550000 | PA      | $561061.41     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     648000 | PA      | $647973.01     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     385000 | PA      | $405164.44     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     847000 | PA      | $796879.77     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     990000 | PA      | $795191.77     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     990000 | PA      | $694735.40     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                                                    | Cyprium Corp.                                                                                                                 | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $888798.50     | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                                                    | Cyprium Corp.                                                                                                                 | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $799150.85     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                   | Dcli Bidco LLC                                                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     515000 | PA      | $528351.86     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     592000 | PA      | $639512.88     | 0.00%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     515000 | PA      | $487779.53     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     805000 | PA      | $816434.44     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     268000 | PA      | $270586.39     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     390000 | PA      | $356519.35     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2017-C6, Class AM                                                                                | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1947362.79    | 0.01%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| DPL LLC                                                                          | DPL LLC                                                                                                                       | CUSIP: 233293AQ2<br>LEI: 549300DCB0ZJQBPCO827 | Long             | DBT              | CORP              | US        |     485000 | PA      | $469302.23     | 0.00%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1720000 | PA      | $1851763.86    | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     515000 | PA      | $494118.34     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     770000 | PA      | $762117.27     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     215000 | PA      | $216918.45     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     645000 | PA      | $658341.41     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co., Series C                                                                                                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     581000 | PA      | $561711.81     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     605000 | PA      | $570280.99     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1033180.84    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1153181.48    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     700000 | PA      | $733402.01     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     800000 | PA      | $805042.24     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1065126.26    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     440000 | PA      | $432056.15     | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     286000 | PA      | $232172.75     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     335000 | PA      | $279277.88     | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     435000 | PA      | $330971.80     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     546000 | PA      | $409995.57     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     585000 | PA      | $437514.95     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     643000 | PA      | $501202.75     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     872000 | PA      | $668526.86     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     516000 | PA      | $477427.35     | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     737000 | PA      | $472792.06     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series C                                                                                                    | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     473000 | PA      | $434967.40     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     905000 | PA      | $868052.70     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     705000 | PA      | $469719.01     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     720000 | PA      | $663753.40     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     483000 | PA      | $347024.11     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     650000 | PA      | $666661.81     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     705000 | PA      | $666161.16     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     590000 | PA      | $602844.08     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35104.40      | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     810000 | PA      | $820790.02     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     545000 | PA      | $545104.37     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     590000 | PA      | $565602.08     | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     535000 | PA      | $522835.43     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     880000 | PA      | $888480.55     | 0.00%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     800000 | PA      | $798133.28     | 0.00%             | 2032-03-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1537071.42    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $966202.98     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $578603.75     | 0.00%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $447036.15     | 0.00%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                                               | DXC Technology Co.                                                                                                            | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     857000 | PA      | $804724.74     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd.                                                 | Dai-ichi Life Insurance Co. Ltd.                                                                                              | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1020872.50    | 0.00%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1498000 | PA      | $1736231.61    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     970000 | PA      | $959495.79     | 0.00%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597012.98     | 0.00%             | 2029-02-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     768000 | PA      | $733107.36     | 0.00%             | 2029-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     655000 | PA      | $609675.10     | 0.00%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     360000 | PA      | $324775.53     | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     875000 | PA      | $828351.73     | 0.00%             | 2028-12-14      | 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        |     320000 | PA      | $282696.46     | 0.00%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995318.33     | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     870000 | PA      | $877600.98     | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     515000 | PA      | $524964.40     | 0.00%             | 2028-09-20      | Fixed         | 5.40%                 | No            |                  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        |     480000 | PA      | $487741.59     | 0.00%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     735000 | PA      | $740196.26     | 0.00%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     520000 | PA      | $523888.49     | 0.00%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228025.70     | 0.00%             | 2029-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     630000 | PA      | $632838.52     | 0.00%             | 2034-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151197.10     | 0.00%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305443.75     | 0.00%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     380000 | PA      | $386672.44     | 0.00%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304789.09     | 0.00%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219487.36     | 0.00%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298199.46     | 0.00%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298797.26     | 0.00%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     590000 | PA      | $582726.69     | 0.00%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     450000 | PA      | $441819.33     | 0.00%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | Dallas County Hospital District, Series 2009C                                                                                 | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |      50000 | PA      | $48485.20      | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2019A                                                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $187391.32     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2020C                                                                         | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $400443.80     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2020C                                                                         | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1150000 | PA      | $791942.12     | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2021C                                                                         | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      95000 | PA      | $68301.75      | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2022A                                                                         | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1265000 | PA      | $1081967.03    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2009B                                                                                       | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     510000 | PA      | $516928.18     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2010B                                                                                       | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     525000 | PA      | $484269.40     | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2021A                                                                                       | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1005576.55    | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     192000 | PA      | $183855.56     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     210000 | PA      | $198080.06     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     715000 | PA      | $608560.41     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     958000 | PA      | $569415.92     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $765664.50     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                                  | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     510000 | PA      | $524312.10     | 0.00%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     355000 | PA      | $353917.74     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1155000 | PA      | $1153529.62    | 0.00%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1505000 | PA      | $1545854.14    | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     885000 | PA      | $880956.96     | 0.00%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     610000 | PA      | $613946.08     | 0.00%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     400000 | PA      | $392999.71     | 0.00%             | 2031-09-12      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     800000 | PA      | $800959.23     | 0.00%             | 2029-03-27      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     800000 | PA      | $802625.47     | 0.00%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     229000 | PA      | $227801.61     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     410000 | PA      | $332057.93     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     395000 | PA      | $423860.64     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     330000 | PA      | $329475.98     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     560000 | PA      | $558747.74     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     492000 | PA      | $491763.20     | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1079457.69    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | Dartmouth-Hitchcock Health, Series B                                                                                          | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $337880.87     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DaVinciRe Holdings Ltd.                                                          | DaVinciRe Holdings Ltd.                                                                                                       | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $404411.11     | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2886000 | PA      | $2793940.77    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1322153.82    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1130697.91    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     815000 | PA      | $839925.56     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                                                   | Dayton Power & Light Co. (The)                                                                                                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     521000 | PA      | $388795.83     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                                                   | Dayton Power & Light Co. (The)                                                                                                | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     405000 | PA      | $398822.95     | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                          | DBS Group Holdings Ltd.                                                                                                       | CUSIP: 24023KAL2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $401804.19     | 0.00%             | 2028-03-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                            | DBR Land Holdings LLC                                                                                                         | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $496932.97     | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                  | Dealer Tire LLC                                                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $516289.99     | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     769000 | PA      | $856524.71     | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     610000 | PA      | $632253.94     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1204687.42    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     605000 | PA      | $395392.90     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $997203.00     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     920000 | PA      | $698488.55     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1143553.11    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76138.44      | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     551000 | PA      | $542193.89     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     507000 | PA      | $498688.65     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     887000 | PA      | $869892.19     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     520000 | PA      | $497390.49     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     495000 | PA      | $464424.92     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $878309.72     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1076314.42    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     875000 | PA      | $778332.75     | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $990079.42     | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     575000 | PA      | $556051.78     | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     660000 | PA      | $660909.82     | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1020985.69    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1003375.78    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     830000 | PA      | $839525.17     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $1099017.22    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1224629.58    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     740000 | PA      | $752378.40     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     520000 | PA      | $535062.06     | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1083453.32    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     525000 | PA      | $535488.12     | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     880000 | PA      | $895737.18     | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     695000 | PA      | $701640.74     | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     765000 | PA      | $777858.32     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series MTN1                                                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     835000 | PA      | $846032.19     | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     675000 | PA      | $676556.35     | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     870000 | PA      | $867893.27     | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     545000 | PA      | $550071.79     | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1098088.79    | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     750000 | PA      | $754881.39     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499183.44     | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495904.38     | 0.00%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     325000 | PA      | $321612.57     | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYM5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     345000 | PA      | $344323.95     | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYN3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498067.05     | 0.00%             | 2031-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                       | Deere Funding Canada Corp.                                                                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     325000 | PA      | $320666.87     | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $430436.71     | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1204593.73    | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $464395.83     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                                                                 | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     640000 | PA      | $643816.55     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                                                                    | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     355000 | PA      | $372503.63     | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     415000 | PA      | $445904.10     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $828649.14     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     969000 | PA      | $661659.36     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     695000 | PA      | $704648.21     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     805000 | PA      | $838390.99     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     785000 | PA      | $797773.04     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     540000 | PA      | $534615.03     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     945000 | PA      | $918922.83     | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1096928.73    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     845000 | PA      | $835912.60     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1033640.88    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     865000 | PA      | $849950.51     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     546000 | PA      | $555767.97     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1673212.61    | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     878000 | PA      | $926342.57     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $1200612.81    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     451000 | PA      | $559238.75     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     320000 | PA      | $321905.17     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     435000 | PA      | $440629.29     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     870000 | PA      | $886890.45     | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     890000 | PA      | $903954.48     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co.                                                       | Delmarva Power & Light Co.                                                                                                    | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     585000 | PA      | $472446.82     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     685000 | PA      | $689187.52     | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     640000 | PA      | $645056.78     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     685000 | PA      | $681064.98     | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     698000 | PA      | $672220.03     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                               | Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA                                                                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     124160 | PA      | $120075.43     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                     | Deluxe Corp.                                                                                                                  | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     495000 | PA      | $500749.03     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                     | Deluxe Corp.                                                                                                                  | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     510000 | PA      | $532416.94     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     670000 | PA      | $707255.10     | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                      | Denso Corp.                                                                                                                   | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |     465000 | PA      | $464280.73     | 0.00%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                      | Denso Corp.                                                                                                                   | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $395756.46     | 0.00%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                            | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     665000 | PA      | $615442.61     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                            | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502422.53     | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co. (The)                                                       | Depository Trust Co. (The)                                                                                                    | CUSIP: 249672AA4<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250181.08     | 0.00%             | 2031-03-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co. (The)                                                       | Depository Trust Co. (The)                                                                                                    | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249671.90     | 0.00%             | 2029-03-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1054000 | PA      | $1049999.13    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1715000 | PA      | $1616724.06    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     810000 | PA      | $752388.03     | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1223000 | PA      | $1112616.08    | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1760000 | PA      | $1819564.64    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1415000 | PA      | $1521609.09    | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1425000 | PA      | $1494573.40    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1405000 | PA      | $1440740.06    | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1204483.75    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1110000 | PA      | $1107674.36    | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     750000 | PA      | $757600.43     | 0.00%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1285000 | PA      | $1280504.24    | 0.00%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     370000 | PA      | $364504.67     | 0.00%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                           | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    1545000 | PA      | $1091099.95    | 0.00%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    3245000 | PA      | $3721902.35    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     679000 | PA      | $831625.17     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     930000 | PA      | $843863.68     | 0.00%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    1915000 | PA      | $1913613.09    | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     485000 | PA      | $458971.82     | 0.00%             | 2038-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MAY3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $928269.91     | 0.00%             | 2029-08-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBA4<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     160000 | PA      | $139800.88     | 0.00%             | 2030-08-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBB2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $871632.91     | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBG1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     734000 | PA      | $728066.68     | 0.00%             | 2027-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBL0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     500000 | PA      | $499068.61     | 0.00%             | 2034-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBM8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $1012608.09    | 0.00%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBQ9<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     500000 | PA      | $510338.11     | 0.00%             | 2035-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     550000 | PA      | $560179.91     | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1355000 | PA      | $1235388.14    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     790000 | PA      | $802029.50     | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     885000 | PA      | $894730.87     | 0.00%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     875000 | PA      | $861543.77     | 0.00%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     545000 | PA      | $544544.43     | 0.00%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     270000 | PA      | $310538.85     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1282989.64    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $921897.12     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     780000 | PA      | $686906.08     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1196263.07    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     319000 | PA      | $319058.20     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1151631.92    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1314390.49    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     925000 | PA      | $872044.78     | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     324000 | PA      | $371828.24     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dexko Global, Inc.                                                               | Dexko Global, Inc.                                                                                                            | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     715850 | PA      | $624891.80     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | Dexia SA                                                                                                                      | CUSIP: 25214BBD5<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |     520000 | PA      | $527355.86     | 0.00%             | 2030-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     946000 | PA      | $1000556.85    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     370000 | PA      | $292861.77     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1010000 | PA      | $1002549.86    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     210000 | PA      | $196051.83     | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1358000 | PA      | $1232074.77    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     758000 | PA      | $655448.19     | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     955000 | PA      | $969342.26     | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $930340.48     | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     895000 | PA      | $930917.01     | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     890000 | PA      | $757437.39     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $624460.93     | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                        | Diamond Foreign Asset Co.                                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     495000 | PA      | $522129.91     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1086451.67    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     888000 | PA      | $829687.02     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1247988.60    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     825000 | PA      | $841657.68     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1038747.14    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     940000 | PA      | $961350.78     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1454602.39    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1115426.69    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     990000 | PA      | $954214.38     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1139405.86    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     810000 | PA      | $738485.68     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $777686.10     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     255000 | PA      | $248317.13     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                            | Diebold Nixdorf, Inc.                                                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     955000 | PA      | $1004448.59    | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1044956.67    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     788000 | PA      | $786766.63     | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1137364.16    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     940000 | PA      | $956211.45     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                                                                | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     445000 | PA      | $381886.56     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Dignity Health                                                                   | Dignity Health                                                                                                                | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     238000 | PA      | $210501.44     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1486000 | PA      | $1486344.96    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $757890.39     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2132639.96    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | Capital One NA                                                                                                                | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     809000 | PA      | $811400.86     | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | Capital One NA                                                                                                                | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     550000 | PA      | $515358.73     | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     398000 | PA      | $442337.98     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     955000 | PA      | $1049094.66    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     949000 | PA      | $1051441.89    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     476000 | PA      | $518785.10     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1361919.02    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     817000 | PA      | $875333.52     | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     536000 | PA      | $525342.96     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     842000 | PA      | $749723.59     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     610000 | PA      | $555435.94     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     455000 | PA      | $562785.64     | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     872000 | PA      | $766624.56     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2572000 | PA      | $2393715.08    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1361095.68    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1627304.90    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     885000 | PA      | $828676.26     | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1084249.20    | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     578000 | PA      | $561125.75     | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $1931314.44    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1476662.39    | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2632000 | PA      | $1905711.63    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $747603.81     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1524384.16    | 0.00%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1474873.96    | 0.00%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $996521.51     | 0.00%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     813000 | PA      | $910808.99     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     647000 | PA      | $572141.63     | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp., Series E                                                                                           | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     652000 | PA      | $558688.96     | 0.00%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     525000 | PA      | $415121.84     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $916042.92     | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     665000 | PA      | $452760.56     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     676000 | PA      | $667654.18     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     815000 | PA      | $888629.25     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1263029.23    | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1180606.62    | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBU2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $128896.81     | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBV0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       9000 | PA      | $5580.80       | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     729000 | PA      | $555250.39     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     650000 | PA      | $516980.00     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $1040191.66    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1178487.46    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2836697.25    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     965000 | PA      | $943013.38     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1255190.61    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     703000 | PA      | $696113.66     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2310972.15    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | District of Columbia Water & Sewer Authority, Series 2014A                                                                    | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     100000 | PA      | $81986.06      | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Directv Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1457397.03    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $467621.96     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $97087.46      | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     800000 | PA      | $788209.61     | 0.00%             | 2031-11-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Doctors Co. An Interinsurance Exchange (The)                                     | Doctors Co. An Interinsurance Exchange (The)                                                                                  | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |     400000 | PA      | $366455.05     | 0.00%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     702000 | PA      | $697584.97     | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $999452.22     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     848000 | PA      | $641235.82     | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     565000 | PA      | $563364.28     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     190000 | PA      | $174547.82     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     505000 | PA      | $512260.79     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1049501.38    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1438589.29    | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     900000 | PA      | $803225.48     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     735000 | PA      | $474797.84     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TMS Issuer SARL                                                                  | TMS Issuer SARL                                                                                                               | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1235503.30    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series A                                                                                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     475000 | PA      | $421449.20     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     510000 | PA      | $535370.98     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series 2025                                                                             | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     515000 | PA      | $525470.97     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series F                                                                                               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166611.25     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series E                                                                                               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     438000 | PA      | $466071.85     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     670000 | PA      | $700851.44     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     594000 | PA      | $657533.47     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     530000 | PA      | $476926.70     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     511000 | PA      | $405230.56     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     270000 | PA      | $229945.85     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     604000 | PA      | $602136.99     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     425000 | PA      | $344699.46     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1728874.38    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     630000 | PA      | $468552.57     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     565000 | PA      | $499899.14     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     415000 | PA      | $402491.12     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     470000 | PA      | $394088.80     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     845000 | PA      | $864076.43     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93405.20      | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1080571.77    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     555000 | PA      | $566463.30     | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     830000 | PA      | $842032.66     | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     685000 | PA      | $691218.32     | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     795000 | PA      | $797669.93     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     345000 | PA      | $345351.52     | 0.00%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     915000 | PA      | $916054.36     | 0.00%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BC4<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150795.95     | 0.00%             | 2029-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     960000 | PA      | $990320.70     | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     510000 | PA      | $524095.69     | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                           | Dotdash Meredith, Inc.                                                                                                        | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     450000 | PA      | $422352.02     | 0.00%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     405000 | PA      | $419748.13     | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     340000 | PA      | $339219.70     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     645000 | PA      | $613070.58     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1001726.64    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     436000 | PA      | $560178.60     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     868000 | PA      | $776926.30     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $920817.72     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     602000 | PA      | $550267.01     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     591000 | PA      | $468939.44     | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     950000 | PA      | $831609.65     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     779000 | PA      | $612599.32     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     690000 | PA      | $693418.02     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     620000 | PA      | $548293.28     | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $811783.94     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     705000 | PA      | $743532.08     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     845000 | PA      | $870062.85     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     715000 | PA      | $703307.93     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     630000 | PA      | $548912.14     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316840.26     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     575000 | PA      | $523447.18     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $999522.68     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     670000 | PA      | $667902.07     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130780.95     | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1285387.73    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     542000 | PA      | $502950.58     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     500000 | PA      | $407188.62     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     829000 | PA      | $819881.78     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     565000 | PA      | $444317.45     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP                                         | Drawbridge Special Opportunities Fund LP                                                                                      | CUSIP: 26150TAF6<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473999.54     | 0.00%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc.                                                                                                     | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $383644.01     | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc.                                                                                                     | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $353157.64     | 0.00%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORESEA Holding SA                                                               | FORESEA Holding SA                                                                                                            | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     301826 | PA      | $298428.23     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class C                                                                          | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450000 | PA      | $452094.24     | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class D                                                                          | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1007538.08    | 0.00%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2025-1, Class D                                                                          | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $703404.31     | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     707000 | PA      | $651133.11     | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     405000 | PA      | $400894.32     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     475000 | PA      | $483047.68     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     390000 | PA      | $424312.98     | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435340.42     | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     328000 | PA      | $297881.19     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC, Series A                                                                                           | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     335000 | PA      | $348610.07     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     390000 | PA      | $423161.44     | 0.00%             | 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        |     140000 | PA      | $159194.01     | 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        |     309000 | PA      | $326364.85     | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     661000 | PA      | $566381.55     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1020174.08    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     930000 | PA      | $917514.55     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     526000 | PA      | $392433.05     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     260000 | PA      | $252124.19     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     588000 | PA      | $447934.88     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     847000 | PA      | $780984.58     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     980000 | PA      | $885151.35     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     738000 | PA      | $556226.61     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     778000 | PA      | $520420.09     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1148228.48    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1177327.86    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $981605.21     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     683000 | PA      | $690178.75     | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     600000 | PA      | $626922.33     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     760000 | PA      | $757038.60     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393883.21     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     730000 | PA      | $746555.24     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     550000 | PA      | $525777.35     | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     925000 | PA      | $964643.66     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1159383.02    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1333049.59    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     514000 | PA      | $546007.23     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     335000 | PA      | $354475.56     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     562000 | PA      | $597192.19     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     868000 | PA      | $859356.34     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     650000 | PA      | $560738.95     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     745000 | PA      | $611110.97     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     626000 | PA      | $478366.93     | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     493000 | PA      | $379849.92     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     658000 | PA      | $486504.75     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     545000 | PA      | $418076.22     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     865000 | PA      | $857833.49     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     705000 | PA      | $663495.22     | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     795000 | PA      | $530056.33     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     465000 | PA      | $433340.96     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     570000 | PA      | $520728.19     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     560000 | PA      | $387238.67     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     595000 | PA      | $541404.23     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     583000 | PA      | $408754.42     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1134158.45    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     860000 | PA      | $803291.82     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     963000 | PA      | $906692.34     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     685000 | PA      | $683568.96     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     305000 | PA      | $310034.56     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     760000 | PA      | $771803.22     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     265000 | PA      | $196847.81     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     728000 | PA      | $715277.94     | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     460000 | PA      | $364289.15     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     673000 | PA      | $613036.38     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     530000 | PA      | $541767.27     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     415000 | PA      | $400554.96     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     360000 | PA      | $342617.63     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     420000 | PA      | $425362.31     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     326000 | PA      | $273627.73     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     485000 | PA      | $393182.75     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     430000 | PA      | $316974.14     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     290000 | PA      | $183189.47     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     424000 | PA      | $261731.64     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     724000 | PA      | $587717.51     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     568000 | PA      | $423408.95     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     427000 | PA      | $309696.22     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     255000 | PA      | $252205.47     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     655000 | PA      | $640349.68     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     747000 | PA      | $425724.40     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     540000 | PA      | $476485.03     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     345000 | PA      | $211611.66     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     440000 | PA      | $411670.18     | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     415000 | PA      | $312639.35     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     415000 | PA      | $425803.51     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     565000 | PA      | $525128.62     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     525000 | PA      | $532876.34     | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     705000 | PA      | $707099.81     | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     565000 | PA      | $541062.03     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System, Inc.                                              | Duke University Health System, Inc., Series 2017                                                                              | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     558000 | PA      | $438720.67     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     429000 | PA      | $324355.56     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC, Series YYY                                                                                           | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     606000 | PA      | $407483.47     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     475000 | PA      | $287240.98     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     450000 | PA      | $418091.83     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     430000 | PA      | $439403.77     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     330000 | PA      | $328967.80     | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC, Series DDDD                                                                                          | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     450000 | PA      | $442192.05     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | Duke Energy Carolinas Nc Storm Funding II LLC, Series A-1                                                                     | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $294394.66     | 0.00%             | 2035-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | Duke Energy Florida Project Finance LLC, Series 2035                                                                          | CUSIP: 26444GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $107675.48     | 0.00%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     695000 | PA      | $496133.21     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     678000 | PA      | $671701.93     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     463000 | PA      | $363455.76     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $957248.34     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     777000 | PA      | $697468.75     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     790000 | PA      | $704915.38     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     655000 | PA      | $410938.65     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     434000 | PA      | $437748.73     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     770000 | PA      | $815953.41     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     575000 | PA      | $600923.68     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74099.31      | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     455000 | PA      | $446155.74     | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1184185.31    | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     343000 | PA      | $339028.47     | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     590000 | PA      | $534409.05     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     145000 | PA      | $127898.16     | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                           | Dycom Industries, Inc.                                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     515000 | PA      | $503002.95     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd.                                                                | Dye & Durham Ltd.                                                                                                             | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     570000 | PA      | $497167.11     | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1884000 | PA      | $2085434.62    | 0.01%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     840000 | PA      | $826705.54     | 0.00%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1200000 | PA      | $1047347.50    | 0.00%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     522000 | PA      | $488789.79     | 0.00%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     670000 | PA      | $649667.23     | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1393000 | PA      | $1204496.48    | 0.00%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     250000 | PA      | $218857.30     | 0.00%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1151000 | PA      | $977676.92     | 0.00%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2030000 | PA      | $2027745.17    | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     830000 | PA      | $767091.76     | 0.00%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     375000 | PA      | $386299.36     | 0.00%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     900000 | PA      | $938663.05     | 0.00%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     880000 | PA      | $827688.54     | 0.00%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP Finance BV                                                                                                                | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $762295.43     | 0.00%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     640000 | PA      | $635803.89     | 0.00%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1058460.64    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     900000 | PA      | $889460.57     | 0.00%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     900000 | PA      | $888087.60     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                             | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     523000 | PA      | $541467.94     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $394793.10     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series X-R                                                                                                           | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1080000 | PA      | $1086611.08    | 0.00%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1195000 | PA      | $1187546.55    | 0.00%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1015000 | PA      | $1038293.90    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     725000 | PA      | $723617.16     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     925000 | PA      | $958211.57     | 0.00%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     653000 | PA      | $602474.76     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1020440.87    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1015775.97    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     690000 | PA      | $669264.67     | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     890000 | PA      | $892175.33     | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1160466.83    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1288119.84    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     775000 | PA      | $783772.52     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     380000 | PA      | $377230.38     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON International Finance BV                                                                                                 | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $873827.29     | 0.00%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     335000 | PA      | $371713.34     | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1460905.48    | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     598000 | PA      | $521560.36     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     465000 | PA      | $396045.89     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     480000 | PA      | $473732.95     | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     303000 | PA      | $238580.90     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     432000 | PA      | $425542.93     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     868000 | PA      | $863117.68     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     880000 | PA      | $843932.36     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     841000 | PA      | $782324.54     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     430000 | PA      | $378303.31     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     420000 | PA      | $409760.72     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     475000 | PA      | $479293.27     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     434000 | PA      | $429479.02     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     765000 | PA      | $817547.90     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     320000 | PA      | $322636.90     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     615000 | PA      | $578629.76     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     598000 | PA      | $609527.05     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     780000 | PA      | $806779.31     | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     343000 | PA      | $340424.51     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $760059.58     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     669000 | PA      | $665681.00     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     889000 | PA      | $880718.30     | 0.00%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     756000 | PA      | $642132.86     | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     755000 | PA      | $609503.90     | 0.00%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1175888.51    | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996683.33     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1023386.71    | 0.00%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     795000 | PA      | $806007.37     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     720000 | PA      | $726953.22     | 0.00%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798581.52     | 0.00%             | 2031-04-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     850000 | PA      | $848498.48     | 0.00%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     625000 | PA      | $623551.09     | 0.00%             | 2029-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398500.18     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270096.90     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     575000 | PA      | $553169.29     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     450000 | PA      | $412702.30     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     275000 | PA      | $270240.82     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                                            | Eagle Materials, Inc.                                                                                                         | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     920000 | PA      | $822712.01     | 0.00%             | 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        |     430000 | PA      | $412553.67     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     312000 | PA      | $330046.55     | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System                                 | East Bay Municipal Utility District Water System, Series 2010B                                                                | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $520021.21     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co. (The)                                                          | East Ohio Gas Co. (The)                                                                                                       | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     910000 | PA      | $818764.76     | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co. (The)                                                          | East Ohio Gas Co. (The)                                                                                                       | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $755036.26     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     765000 | PA      | $720534.91     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     650000 | PA      | $675922.13     | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355215.79     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     565000 | PA      | $478671.56     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     517000 | PA      | $449669.74     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     704000 | PA      | $667411.25     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     725000 | PA      | $635863.02     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     904000 | PA      | $757790.85     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     842000 | PA      | $842458.47     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     345000 | PA      | $358020.32     | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     460000 | PA      | $469508.48     | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     965000 | PA      | $974715.34     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     395000 | PA      | $387896.95     | 0.00%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     810000 | PA      | $804485.51     | 0.00%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1519343.59    | 0.00%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     565000 | PA      | $557051.55     | 0.00%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     320000 | PA      | $315387.34     | 0.00%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     535000 | PA      | $526805.51     | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     675000 | PA      | $652595.79     | 0.00%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     754000 | PA      | $731271.75     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     993000 | PA      | $852140.29     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     550000 | PA      | $434229.33     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128269.17     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1362225.68    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     630000 | PA      | $550218.64     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     900000 | PA      | $901968.14     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | Eaton Capital ULC                                                                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $399640.73     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp.                                                                | Eaton Vance Corp.                                                                                                             | CUSIP: 278265AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     647000 | PA      | $643487.15     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $820739.02     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $892651.05     | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $998354.69     | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1059744.90    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $838591.91     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     290000 | PA      | $296150.14     | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     540000 | PA      | $582244.21     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     475000 | PA      | $472792.08     | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     605000 | PA      | $597802.30     | 0.00%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    2336675 | PA      | $2372182.55    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5449789.74    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     285000 | PA      | $287693.01     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     650000 | PA      | $513372.21     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     469000 | PA      | $463069.14     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     915000 | PA      | $927992.98     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     708000 | PA      | $612583.72     | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     615000 | PA      | $328076.61     | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     529000 | PA      | $311585.57     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     795000 | PA      | $699361.87     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $650829.19     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     786000 | PA      | $799125.70     | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     680000 | PA      | $681225.36     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502640.96     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     900000 | PA      | $838250.69     | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1850000 | PA      | $1421360.40    | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1814064.91    | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1220000 | PA      | $1099066.81    | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     900000 | PA      | $665344.29     | 0.00%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2400000 | PA      | $2576068.76    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1300000 | PA      | $1378727.44    | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1850000 | PA      | $1917090.33    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1843866.01    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edged Compute LLC                                                                | Edged Compute LLC                                                                                                             | CUSIP: 28002AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1152179.11    | 0.00%             | 2031-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     795000 | PA      | $793133.01     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     578000 | PA      | $552205.08     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1097826.07    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     247000 | PA      | $248777.85     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     370000 | PA      | $388708.69     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     505000 | PA      | $517876.02     | 0.00%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     445000 | PA      | $447235.52     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     457000 | PA      | $470971.46     | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     490000 | PA      | $493163.53     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     325000 | PA      | $320622.27     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     280000 | PA      | $289382.49     | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     575000 | PA      | $561212.69     | 0.00%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     885000 | PA      | $882843.87     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                                 | Efesto Bidco SpA Efesto US LLC, Series XR                                                                                     | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |     855000 | PA      | $852770.86     | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                                            | EG Global Finance plc                                                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    1105000 | PA      | $1178965.96    | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                             | El Paso Electric Co.                                                                                                          | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     445000 | PA      | $453430.96     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                             | El Paso Electric Co.                                                                                                          | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     342000 | PA      | $294552.94     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     653000 | PA      | $745619.80     | 0.00%             | 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        |     908000 | PA      | $1039493.64    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Co. LLC                                                      | El Paso Natural Gas Co. LLC                                                                                                   | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     372000 | PA      | $343169.84     | 0.00%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     419000 | PA      | $486911.01     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     675000 | PA      | $588736.34     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                       | Elanco Animal Health, Inc.                                                                                                    | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     832000 | PA      | $853646.64     | 0.00%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                       | Elastic NV                                                                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     590000 | PA      | $559738.70     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 285039AP8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $687794.03     | 0.00%             | 2036-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 285039AQ6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $678394.56     | 0.00%             | 2056-04-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 285039AR4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $678685.25     | 0.00%             | 2066-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1145000 | PA      | $1170678.65    | 0.00%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1485000 | PA      | $1586821.93    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     935000 | PA      | $995045.21     | 0.00%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $618629.62     | 0.00%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     665000 | PA      | $669756.36     | 0.00%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $938512.26     | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     490000 | PA      | $495103.83     | 0.00%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $501141.00     | 0.00%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                          | Element Solutions, Inc.                                                                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     835000 | PA      | $814071.43     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $889157.56     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     950000 | PA      | $835097.40     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                          | Ellucian Holdings, Inc.                                                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     845000 | PA      | $832055.22     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                                       | Embarq LLC                                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $321040.43     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     645000 | PA      | $672082.05     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $969963.26     | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                    | Embecta Corp.                                                                                                                 | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     545000 | PA      | $512291.89     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Embecta Corp.                                                                    | Embecta Corp.                                                                                                                 | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     235000 | PA      | $222111.74     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                      | Emergent BioSolutions, Inc.                                                                                                   | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     470000 | PA      | $418594.27     | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     440000 | PA      | $441874.91     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     649000 | PA      | $628582.67     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     744000 | PA      | $458747.61     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     550000 | PA      | $496606.69     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1500105.90    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1181586.95    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $713008.15     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     460000 | PA      | $462452.94     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    2766000 | PA      | $2835285.89    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                           | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1353866.55    | 0.00%             | 2046-06-15      | 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        |     445000 | PA      | $396214.16     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                             | Emera US Finance LLC, Series A                                                                                                | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $401135.45     | 0.00%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                             | Emera US Finance LLC, Series B                                                                                                | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $401524.65     | 0.00%             | 2056-10-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                             | Emera US Finance LLC                                                                                                          | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $294218.87     | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                             | Emera US Finance LLC                                                                                                          | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $238193.37     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp. Water & Power Co. PJSC                                       | Emirates Semb Corp. Water & Power Co. PJSC                                                                                    | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $376115.65     | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: 29135LAX8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     800000 | PA      | $776365.56     | 0.00%             | 2031-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: 29135LAY6<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1600000 | PA      | $1541446.50    | 0.00%             | 2036-03-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | Emory University, Series 2020                                                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36383.85      | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | Emory University, Series 2020                                                                                                 | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     348000 | PA      | $223336.93     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                                         | Empire Communities Corp.                                                                                                      | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     490000 | PA      | $499047.26     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Empresa Distribuidora Y Comercializadora Norte                                   | Empresa Distribuidora Y Comercializadora Norte                                                                                | CUSIP: 29244AAN2<br>LEI: 254900JU7TV6VS9GRW29 | Long             | DBT              | CORP              | AR        |     200000 | PA      | $197510.19     | 0.00%             | 2033-04-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     597000 | PA      | $519365.10     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     762000 | PA      | $768441.47     | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     677000 | PA      | $667305.35     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $551659.22     | 0.00%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1117000 | PA      | $977439.61     | 0.00%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $524105.58     | 0.00%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                             | Enact Holdings, Inc.                                                                                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     560000 | PA      | $578598.65     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     726000 | PA      | $777640.36     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     458000 | PA      | $487855.73     | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     561000 | PA      | $589489.45     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     705000 | PA      | $592444.20     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     668000 | PA      | $635057.61     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     799000 | PA      | $792573.69     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     799000 | PA      | $762445.14     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $379878.01     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     940000 | PA      | $630881.79     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1140000 | PA      | $972008.24     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2210000 | PA      | $2290328.10    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     835000 | PA      | $866163.56     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $439294.92     | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1150000 | PA      | $1249467.45    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     680000 | PA      | $685871.22     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $576932.57     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1190000 | PA      | $1228446.89    | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $761632.51     | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     780000 | PA      | $834209.04     | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     635000 | PA      | $671868.90     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     460000 | PA      | $461314.30     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $443762.91     | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     745000 | PA      | $760933.05     | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     640000 | PA      | $635949.02     | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     630000 | PA      | $623075.35     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $528064.68     | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     815000 | PA      | $818413.53     | 0.00%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     845000 | PA      | $853414.58     | 0.00%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP, Series B                                                                                         | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     432000 | PA      | $499721.61     | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                                   | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     725000 | PA      | $708078.12     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                                   | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     690000 | PA      | $790269.26     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     650000 | PA      | $680242.42     | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     500000 | PA      | $532753.53     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     385000 | PA      | $391394.83     | 0.00%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1026407.80    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     840000 | PA      | $826757.35     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     465000 | PA      | $452834.46     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | Iberdrola International BV                                                                                                    | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     457000 | PA      | $515523.87     | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     755000 | PA      | $830620.73     | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1280000 | PA      | $1298456.01    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     574000 | PA      | $566307.80     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     960000 | PA      | $923520.27     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     475000 | PA      | $453907.51     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     502000 | PA      | $541999.69     | 0.00%             | 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        |     590000 | PA      | $679711.94     | 0.00%             | 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        |     565000 | PA      | $569913.13     | 0.00%             | 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        |     850000 | PA      | $886243.81     | 0.00%             | 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        |     360000 | PA      | $321210.43     | 0.00%             | 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        |     355000 | PA      | $345144.14     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     755000 | PA      | $734112.51     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     988000 | PA      | $865664.92     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1023559.10    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     610000 | PA      | $609670.79     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     918000 | PA      | $809631.08     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1231407.67    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1533823.93    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     715000 | PA      | $741602.57     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1276048.71    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1500454.09    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1513413.31    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     935000 | PA      | $991942.25     | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1387192.86    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     820000 | PA      | $837270.77     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1341639.60    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     985000 | PA      | $940403.72     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     435000 | PA      | $446690.79     | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117525.35     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     850000 | PA      | $871142.73     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1079200.10    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1251556.95    | 0.00%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     800000 | PA      | $811664.94     | 0.00%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198289.97     | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1252316.89    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     285000 | PA      | $280898.48     | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     310000 | PA      | $306648.62     | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     395000 | PA      | $406048.68     | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                                                                 | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    1126000 | PA      | $1135157.45    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $620255.21     | 0.00%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1261000 | PA      | $1046070.03    | 0.00%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1510000 | PA      | $1481785.77    | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1385000 | PA      | $1398734.70    | 0.00%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1040000 | PA      | $988079.54     | 0.00%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     920000 | PA      | $819190.37     | 0.00%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1045000 | PA      | $1047072.48    | 0.00%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1020000 | PA      | $1020821.06    | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     945000 | PA      | $853649.13     | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1240246.50    | 0.00%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     765000 | PA      | $902452.38     | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1125000 | PA      | $1140970.01    | 0.00%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     275000 | PA      | $278961.51     | 0.00%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $594079.42     | 0.00%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $590223.60     | 0.00%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $584269.46     | 0.00%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $561889.46     | 0.00%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     622000 | PA      | $632671.04     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $973529.49     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1184000 | PA      | $1195011.73    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1423328.47    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     772000 | PA      | $779007.26     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1613223.29    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $1697485.99    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1669000 | PA      | $1641685.58    | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                         | Enel Finance America LLC                                                                                                      | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $829801.50     | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                          | EnfraGen Energia Sur SA                                                                                                       | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     594213 | PA      | $550297.67     | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                         | Endo Finance Holdings LP                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1067681.41    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Enerflex, Inc.                                                                   | Enerflex, Inc.                                                                                                                | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     335000 | PA      | $344788.86     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     580000 | PA      | $592434.92     | 0.00%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     625000 | PA      | $642757.37     | 0.00%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     615000 | PA      | $597752.42     | 0.00%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                                      | Enpro, Inc.                                                                                                                   | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     390000 | PA      | $397922.70     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EnQuest plc                                                                      | EnQuest plc                                                                                                                   | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |     460000 | PA      | $473368.52     | 0.00%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                                                                     | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     405000 | PA      | $427855.79     | 0.00%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                                                                     | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     550000 | PA      | $575766.83     | 0.00%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     927000 | PA      | $925439.60     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     590000 | PA      | $524908.27     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      55000 | PA      | $57154.57      | 0.00%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     450000 | PA      | $443907.94     | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     415000 | PA      | $397044.35     | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     515000 | PA      | $512078.38     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     485000 | PA      | $343719.02     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     657000 | PA      | $612167.79     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     375000 | PA      | $356147.61     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     555000 | PA      | $495523.00     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     900000 | PA      | $926476.50     | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     390000 | PA      | $389931.93     | 0.00%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     415000 | PA      | $413506.67     | 0.00%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     540000 | PA      | $524485.28     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     710000 | PA      | $645273.21     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     618000 | PA      | $607579.79     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     438000 | PA      | $407359.76     | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     520000 | PA      | $513039.06     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     747000 | PA      | $711644.83     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     956000 | PA      | $755871.89     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     640000 | PA      | $498448.64     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     789000 | PA      | $486970.28     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     480000 | PA      | $421442.50     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     885000 | PA      | $776422.08     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     545000 | PA      | $408867.77     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     625000 | PA      | $528155.01     | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $436264.42     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     580000 | PA      | $562756.53     | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     720000 | PA      | $726866.97     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     515000 | PA      | $505352.92     | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     495000 | PA      | $482600.95     | 0.00%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     535000 | PA      | $513382.06     | 0.00%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1584507.15    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     858000 | PA      | $868897.65     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     561000 | PA      | $556498.51     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     570000 | PA      | $519247.56     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     575000 | PA      | $402573.56     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     684000 | PA      | $599370.73     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     550000 | PA      | $480568.35     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     325000 | PA      | $320759.89     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     470000 | PA      | $443847.15     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     485000 | PA      | $489589.72     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     700000 | PA      | $548798.73     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     767000 | PA      | $444146.28     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     530000 | PA      | $349211.78     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     370000 | PA      | $376944.18     | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410203.23     | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     745000 | PA      | $766737.34     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     495000 | PA      | $482999.92     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     530000 | PA      | $520939.57     | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     510000 | PA      | $497422.20     | 0.00%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     540000 | PA      | $400442.03     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     395000 | PA      | $272676.12     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     380000 | PA      | $380662.27     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344907.56     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     420000 | PA      | $411564.09     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     195000 | PA      | $191759.19     | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series D                                                                                   | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     660000 | PA      | $738062.48     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series H                                                                                   | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     492000 | PA      | $545639.71     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     650000 | PA      | $694429.46     | 0.00%             | 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        |     442000 | PA      | $525207.01     | 0.00%             | 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        |     757000 | PA      | $834062.25     | 0.00%             | 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        |     730000 | PA      | $764121.09     | 0.00%             | 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        |     526000 | PA      | $529212.50     | 0.00%             | 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        |     827000 | PA      | $756421.81     | 0.00%             | 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        |    1220000 | PA      | $1061711.55    | 0.00%             | 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        |    1490000 | PA      | $1353365.03    | 0.00%             | 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        |    1225000 | PA      | $1136528.68    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     452000 | PA      | $397065.83     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $898153.97     | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series E                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     627000 | PA      | $625186.38     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1074456.86    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     365000 | PA      | $363845.11     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1357024.95    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1108776.73    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1109136.77    | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $972317.75     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1303981.71    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $787450.16     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     902000 | PA      | $652894.54     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $731630.72     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $724649.54     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1103887.54    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     795000 | PA      | $794008.26     | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1103834.60    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1109230.60    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1070396.30    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1512405.70    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1660436.02    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                                          | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     765000 | PA      | $779654.81     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     845000 | PA      | $839123.72     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                                          | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1110695.67    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT AB                                                                                                                        | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $201380.43     | 0.00%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     733000 | PA      | $687245.70     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $896773.75     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     815000 | PA      | $822267.78     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     820000 | PA      | $828874.13     | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     810000 | PA      | $812971.64     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1131048.33    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     725000 | PA      | $703276.35     | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1052841.93    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $711086.84     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     615000 | PA      | $583941.27     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     860000 | PA      | $530828.18     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     584000 | PA      | $556933.75     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     745000 | PA      | $667591.68     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     910000 | PA      | $606741.67     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $962797.65     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    1598000 | PA      | $1581877.94    | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    1231000 | PA      | $848890.66     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     271000 | PA      | $268733.83     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    1465000 | PA      | $1400713.04    | 0.00%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     535000 | PA      | $445115.47     | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    1240000 | PA      | $926733.84     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     786000 | PA      | $727690.17     | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     540000 | PA      | $541234.49     | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     175000 | PA      | $175579.68     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     640000 | PA      | $651245.69     | 0.00%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     350000 | PA      | $344458.20     | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     510000 | PA      | $510399.60     | 0.00%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     545000 | PA      | $546805.30     | 0.00%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74340.19      | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     505000 | PA      | $493713.95     | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     390000 | PA      | $386206.80     | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                           | Equinix Asia Financing Corp. Pte. Ltd.                                                                                        | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |     870000 | PA      | $854171.18     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     235000 | PA      | $225489.42     | 0.00%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAD9<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     962000 | PA      | $840639.26     | 0.00%             | 2030-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     697000 | PA      | $661831.95     | 0.00%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     980000 | PA      | $994531.98     | 0.00%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     535000 | PA      | $536979.02     | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     425000 | PA      | $427378.07     | 0.00%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1473077.11    | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     670000 | PA      | $710275.90     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     475000 | PA      | $498145.41     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     710000 | PA      | $725857.05     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     595000 | PA      | $610361.03     | 0.00%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                       | Esab Corp.                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     708000 | PA      | $717948.46     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                       | Esab Corp.                                                                                                                    | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     595000 | PA      | $600194.86     | 0.00%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                | Essent Group Ltd.                                                                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     290000 | PA      | $299886.97     | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     671000 | PA      | $623828.97     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     688000 | PA      | $456942.25     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     588000 | PA      | $528454.25     | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     600000 | PA      | $542846.56     | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228721.45     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351242.98     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275346.23     | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295518.53     | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | Essential Properties LP                                                                                                       | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     652000 | PA      | $590557.54     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | Essential Properties LP                                                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316439.93     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     445000 | PA      | $441782.06     | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     420000 | PA      | $342964.39     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     680000 | PA      | $670605.68     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     500000 | PA      | $472318.98     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     654000 | PA      | $578054.40     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     537000 | PA      | $466988.41     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     190000 | PA      | $109985.62     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     543000 | PA      | $516116.44     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     525000 | PA      | $471207.48     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     605000 | PA      | $616125.00     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283736.73     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     325000 | PA      | $314151.20     | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     485000 | PA      | $513756.98     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     692000 | PA      | $563847.33     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     708000 | PA      | $547810.91     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     803000 | PA      | $511757.46     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     610000 | PA      | $567926.34     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $935773.82     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     927000 | PA      | $819747.04     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1030420.36    | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     977000 | PA      | $962472.91     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     567000 | PA      | $497705.13     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     620000 | PA      | $619487.36     | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |    2100000 | PA      | $2116764.53    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |    2145000 | PA      | $2154859.08    | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |    1880000 | PA      | $1876283.08    | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1400000 | PA      | $1449782.19    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    2030000 | PA      | $1997750.13    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1517000 | PA      | $1404317.23    | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1345000 | PA      | $1190042.22    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    2406000 | PA      | $2092942.64    | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     635000 | PA      | $605612.35     | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    3280000 | PA      | $2885680.50    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     640000 | PA      | $570270.75     | 0.00%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1540000 | PA      | $1449929.85    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1528000 | PA      | $1513388.92    | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    3395000 | PA      | $3393222.68    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   10320000 | PA      | $10044735.75   | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    3310000 | PA      | $3262830.38    | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    3977000 | PA      | $4031089.99    | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    6565000 | PA      | $6577541.21    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    3920000 | PA      | $3881716.83    | 0.01%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    5385000 | PA      | $5513394.71    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    4315000 | PA      | $4378470.67    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    5125000 | PA      | $5088781.97    | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     965000 | PA      | $982871.54     | 0.00%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1835000 | PA      | $1872582.86    | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     100000 | PA      | $99954.70      | 0.00%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1955000 | PA      | $1963965.95    | 0.01%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1470000 | PA      | $1461751.75    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    5895000 | PA      | $5820596.77    | 0.02%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KP0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    1125000 | PA      | $1111793.70    | 0.00%             | 2036-02-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                              | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $594663.12     | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                              | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $297116.80     | 0.00%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                                 | SK Invictus Intermediate II SARL                                                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     760000 | PA      | $748277.12     | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     510000 | PA      | $436667.64     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $758067.63     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $690333.94     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $360311.73     | 0.00%             | 2031-03-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                                  | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $957760.89     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                                  | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15237.71      | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                                  | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248006.29     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     515000 | PA      | $356906.43     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     585000 | PA      | $571881.51     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     340000 | PA      | $359347.38     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     495000 | PA      | $498437.90     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     215000 | PA      | $215930.32     | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2020                                                                                               | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     290000 | PA      | $265499.73     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501223.65     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     390000 | PA      | $400112.82     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     485000 | PA      | $481193.43     | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     255000 | PA      | $259735.31     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     560000 | PA      | $552073.20     | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     650000 | PA      | $655043.63     | 0.00%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series M                                                                                                   | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     372000 | PA      | $364561.28     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series O                                                                                                   | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     265000 | PA      | $262767.44     | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     741000 | PA      | $508272.50     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series R                                                                                                   | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352403.89     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     482000 | PA      | $435353.89     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     335000 | PA      | $308078.15     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     535000 | PA      | $535611.62     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1447654.95    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     925000 | PA      | $925574.40     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     825000 | PA      | $853012.70     | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     635000 | PA      | $645918.58     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     195000 | PA      | $203567.33     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     855000 | PA      | $891692.46     | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     495000 | PA      | $487916.73     | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series A                                                                                                   | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119278.94     | 0.00%             | 2056-08-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series B                                                                                                   | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94940.46      | 0.00%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                             | Excelerate Energy LP                                                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     455000 | PA      | $482395.18     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     945000 | PA      | $997722.95     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     555000 | PA      | $558804.69     | 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        |     925000 | PA      | $908454.03     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     825000 | PA      | $845720.44     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     676000 | PA      | $657770.73     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     639000 | PA      | $577410.44     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     875000 | PA      | $717141.95     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1464011.00    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     375000 | PA      | $311403.33     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     465000 | PA      | $429515.02     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     750000 | PA      | $564540.69     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1072498.56    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     655000 | PA      | $670070.44     | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     970000 | PA      | $913801.25     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     455000 | PA      | $463397.08     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     590000 | PA      | $604120.32     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     170000 | PA      | $175658.18     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     560000 | PA      | $568721.24     | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     505000 | PA      | $491379.72     | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $993081.93     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2024-2A, Class D                                                                  | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2031664.78    | 0.01%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-5A, Class A3                                                                 | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $249906.19     | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-5A, Class D                                                                  | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $250162.62     | 0.00%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                                                                  | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $403993.83     | 0.00%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class A3                                                                 | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     470000 | PA      | $470897.97     | 0.00%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                                                                  | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1392613.66    | 0.00%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $183605.40     | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $773378.47     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $525797.58     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $957841.39     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1471723.86    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $619544.32     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     715000 | PA      | $716041.64     | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     945000 | PA      | $937409.79     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $710789.56     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $590044.57     | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $529220.18     | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $701837.08     | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $292669.75     | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $533226.37     | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $1001593.04    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $806455.70     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1600000 | PA      | $1622562.64    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $828159.28     | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $1022430.90    | 0.00%             | 2028-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $621737.45     | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $807702.77     | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $601657.73     | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $798565.52     | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $797184.48     | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EF2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $607671.80     | 0.00%             | 2029-09-11      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $200003.78     | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $806493.69     | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $1022195.64    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $834465.83     | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $981584.55     | 0.00%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $400674.82     | 0.00%             | 2028-09-22      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EQ8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1400000 | PA      | $1387918.35    | 0.00%             | 2029-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ER6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1200000 | PA      | $1181888.21    | 0.00%             | 2031-01-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ES4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $388716.37     | 0.00%             | 2036-01-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ET2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $400047.55     | 0.00%             | 2029-01-13      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    1085000 | PA      | $1074238.87    | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    4280000 | PA      | $4275230.66    | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    2695000 | PA      | $2707923.50    | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    1615000 | PA      | $1661733.09    | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    1490000 | PA      | $1489086.46    | 0.00%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1000000 | PA      | $988283.42     | 0.00%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1100000 | PA      | $1047407.24    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1000000 | PA      | $895279.83     | 0.00%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1000000 | PA      | $1026844.89    | 0.00%             | 2033-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     755000 | PA      | $749020.38     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     860000 | PA      | $804129.29     | 0.00%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAD5<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $402886.15     | 0.00%             | 2035-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 30217G2C3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $755789.71     | 0.00%             | 2028-10-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 30217G2E9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $402328.84     | 0.00%             | 2033-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export Finance & Insurance Corp.                                                 | Export Finance & Insurance Corp.                                                                                              | CUSIP: 30220EAC4<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |     435000 | PA      | $432319.16     | 0.00%             | 2029-10-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     645000 | PA      | $578856.56     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     680000 | PA      | $588584.37     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103110.21     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     679000 | PA      | $693023.28     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1118453.98    | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     750000 | PA      | $743235.78     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     463000 | PA      | $455450.81     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     530000 | PA      | $474572.54     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     660000 | PA      | $580199.59     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     490000 | PA      | $510291.28     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604922.09     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     275000 | PA      | $276379.22     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     490000 | PA      | $492681.19     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     175000 | PA      | $173339.73     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                     | EZCORP, Inc.                                                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     155000 | PA      | $164717.43     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $994331.57     | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $2039007.99    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     940000 | PA      | $748135.50     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1486000 | PA      | $1004303.55    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1605563.10    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2088000 | PA      | $1887222.33    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2174012.05    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2188000 | PA      | $2128213.61    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2731000 | PA      | $1943499.18    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2212000 | PA      | $2067626.10    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | Teledyne FLIR LLC                                                                                                             | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     660000 | PA      | $606810.71     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     631000 | PA      | $573389.67     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     550000 | PA      | $341000.00     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     545000 | PA      | $480592.06     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     530000 | PA      | $399245.89     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     600000 | PA      | $397337.04     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1396789.62    | 0.00%             | 2029-06-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     420000 | PA      | $453553.67     | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     135000 | PA      | $146550.45     | 0.00%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390223.40     | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     423000 | PA      | $394817.43     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     605000 | PA      | $600616.70     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1155000 | PA      | $1105872.14    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     518000 | PA      | $528678.76     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     770000 | PA      | $795926.20     | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                                        | FNB Corp.                                                                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136250.01     | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     760000 | PA      | $712127.64     | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     450000 | PA      | $437002.83     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     340000 | PA      | $350112.35     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     565000 | PA      | $563694.71     | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     615000 | PA      | $596288.65     | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     400000 | PA      | $386290.66     | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3068830.44    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2805576.69    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2162785.87    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1336113.71    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2468153.86    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1080798.19    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1915574.02    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2412023.84    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1742657.01    | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1491969.71    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1122749.86    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2677103.75    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $2924026.27    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2581135.77    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $4800849.85    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4442523.97    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2410714.59    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3791554.54    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $6430675.47    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $5973932.52    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLNG Liquefaction 3 LLC                                                          | FLNG Liquefaction 3 LLC                                                                                                       | CUSIP: 30306VAA7<br>LEI: 549300ZCV52X08U6XC41 | Long             | DBT              | CORP              | US        |      85470 | PA      | $84177.84      | 0.00%             | 2039-03-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                                   | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     280000 | PA      | $253885.80     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     731000 | PA      | $680290.98     | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     690000 | PA      | $675068.92     | 0.00%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60664.04      | 0.00%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197524.72     | 0.00%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     725000 | PA      | $715909.30     | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     705000 | PA      | $691790.34     | 0.00%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1210936.45    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1370930.47    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1156092.61    | 0.00%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $399382.27     | 0.00%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $601505.41     | 0.00%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     695000 | PA      | $698719.85     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     336000 | PA      | $334643.45     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $468137.38     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     920000 | PA      | $945956.46     | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $613612.63     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     935000 | PA      | $953195.92     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     690000 | PA      | $675170.76     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $512234.87     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital                                                         | Farmers Exchange Capital                                                                                                      | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $569415.48     | 0.00%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital II                                                      | Farmers Exchange Capital II                                                                                                   | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $335533.75     | 0.00%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital III                                                     | Farmers Exchange Capital III                                                                                                  | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $470353.83     | 0.00%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                       | Farmers Insurance Exchange                                                                                                    | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     425000 | PA      | $355948.44     | 0.00%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                       | Farmers Insurance Exchange                                                                                                    | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35050.82      | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     510000 | PA      | $537301.73     | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Forvia SE                                                                        | Forvia SE                                                                                                                     | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     370000 | PA      | $371564.85     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71972 | PA      | $69558.20      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3252 | PA      | $3140.15       | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23385 | PA      | $23005.04      | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134885 | PA      | $129573.20     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     184530 | PA      | $177000.89     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197544 | PA      | $182741.10     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2759 | PA      | $2552.54       | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     499740 | PA      | $462292.71     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28712 | PA      | $27348.45      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     863145 | PA      | $822142.21     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119778 | PA      | $110802.66     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     261760 | PA      | $249325.73     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53401 | PA      | $49333.56      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8093 | PA      | $8137.45       | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58831 | PA      | $55947.31      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54876 | PA      | $53769.43      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195229 | PA      | $191293.94     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37286 | PA      | $37491.58      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260906 | PA      | $248117.69     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45408 | PA      | $44492.88      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96366 | PA      | $91642.93      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72762 | PA      | $73164.39      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71808 | PA      | $68288.65      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10584 | PA      | $10370.22      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     328724 | PA      | $306896.30     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     310270 | PA      | $297310.67     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1362088 | PA      | $1225537.31    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29408 | PA      | $26459.58      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     193376 | PA      | $184296.13     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4433 | PA      | $4358.99       | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5747 | PA      | $5477.11       | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3823 | PA      | $3759.13       | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     581290 | PA      | $523014.93     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160725 | PA      | $144612.41     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2064298 | PA      | $1857350.47    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     385061 | PA      | $357212.41     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     415717 | PA      | $374040.90     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1006513 | PA      | $905608.96     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238160 | PA      | $220935.41     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63996 | PA      | $60991.24      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43359 | PA      | $40223.17      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5681 | PA      | $5545.11       | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4291 | PA      | $4228.57       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12524 | PA      | $12293.56      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5800 | PA      | $5660.33       | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3753 | PA      | $3661.32       | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74715 | PA      | $73106.46      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5442 | PA      | $5318.33       | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87404 | PA      | $84131.47      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6718 | PA      | $6598.03       | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55787 | PA      | $54626.40      | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42384 | PA      | $42048.98      | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248742 | PA      | $242320.47     | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     221589 | PA      | $212669.12     | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2233 | PA      | $2148.67       | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31292HVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     142679 | PA      | $144010.82     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34743 | PA      | $34507.41      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9376 | PA      | $9194.79       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9053 | PA      | $8874.90       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3711933 | PA      | $3666685.61    | 0.01%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31365 | PA      | $30715.72      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63994 | PA      | $62701.88      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78400 | PA      | $75806.64      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147561 | PA      | $142266.20     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95185 | PA      | $91660.42      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9207 | PA      | $9057.28       | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     170000 | PA      | $167657.71     | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Bonds                                                     | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1205000 | PA      | $1185916.30    | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XKE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4627550 | PA      | $4355388.47    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XLT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     907615 | PA      | $831550.93     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     320889 | PA      | $297316.76     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4334033 | PA      | $4004207.21    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97394 | PA      | $89485.65      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     337253 | PA      | $330041.42     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95797 | PA      | $93748.41      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161859 | PA      | $153735.03     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     162737 | PA      | $154372.23     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1600377 | PA      | $1480673.97    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1267380 | PA      | $1138953.03    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2501887 | PA      | $2250455.65    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3842012 | PA      | $3549629.86    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2010929 | PA      | $1857895.00    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5JM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6248520 | PA      | $5764642.26    | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2722994 | PA      | $2680145.82    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     220906 | PA      | $216213.44     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     190629 | PA      | $186553.78     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     705462 | PA      | $692844.19     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        453 | PA      | $451.29        | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11448628 | PA      | $10874333.73   | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61539 | PA      | $60551.34      | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     929113 | PA      | $893539.71     | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     153290 | PA      | $148226.05     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     878155 | PA      | $846932.15     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1030977 | PA      | $1009774.74    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1735303 | PA      | $1663611.68    | 0.00%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1632348 | PA      | $1557720.97    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4045022 | PA      | $3712178.51    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1339645 | PA      | $1234156.88    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2892478 | PA      | $2763972.38    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1005751 | PA      | $989877.39     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXA28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9871105 | PA      | $9555902.99    | 0.03%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     987111 | PA      | $969766.32     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5983945 | PA      | $5702625.03    | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXGP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12633593 | PA      | $11585294.99   | 0.03%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10762660 | PA      | $9642640.09    | 0.03%             | 2037-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2342122 | PA      | $2151562.74    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     728096 | PA      | $712828.96     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1082689 | PA      | $1037931.72    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1365210 | PA      | $1257342.29    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2309297 | PA      | $2072446.14    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4805912 | PA      | $4416004.35    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5908055 | PA      | $5569719.33    | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6747622 | PA      | $6358092.38    | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4268216 | PA      | $3918977.39    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13116932 | PA      | $12040636.53   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11045522 | PA      | $10123117.69   | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     521173 | PA      | $477927.20     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3604453 | PA      | $3230188.36    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7037397 | PA      | $6305047.33    | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2556915 | PA      | $2405398.55    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10222034 | PA      | $9368398.46    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     250634 | PA      | $235781.96     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4091753 | PA      | $3750053.36    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6876374 | PA      | $6468896.94    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2928605 | PA      | $2790924.46    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6CH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     965072 | PA      | $948114.71     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     359214 | PA      | $352188.10     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6EN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3181810 | PA      | $3119574.19    | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9280074 | PA      | $9085485.45    | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5419640 | PA      | $5305998.82    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2747558 | PA      | $2532140.83    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3255380 | PA      | $3000744.28    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1617684 | PA      | $1531556.97    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3521392 | PA      | $3329723.20    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4714348 | PA      | $4358471.05    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2895777 | PA      | $2675804.10    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47477302 | PA      | $38241527.61   | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1993577 | PA      | $1851415.59    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20428453 | PA      | $18460739.16   | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9295270 | PA      | $8308686.67    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1253015 | PA      | $1025386.92    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1639135 | PA      | $1451477.45    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1986554 | PA      | $1666542.39    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3652999 | PA      | $3270310.35    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12125706 | PA      | $11766855.20   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1482193 | PA      | $1258838.03    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2918494 | PA      | $2695668.90    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7120318 | PA      | $6968099.23    | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2707360 | PA      | $2491234.38    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2285248 | PA      | $2211733.11    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21152369 | PA      | $19969990.09   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4675575 | PA      | $4405587.24    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2396780 | PA      | $2384046.47    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3056368 | PA      | $2819686.33    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2892796 | PA      | $2442566.23    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7955501 | PA      | $7887493.78    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3094183 | PA      | $3126109.87    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1619242 | PA      | $1658380.12    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2793313 | PA      | $2846478.97    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3986465 | PA      | $4061258.88    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6897081 | PA      | $5586566.48    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPLD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7478774 | PA      | $6638777.34    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5440882 | PA      | $5155185.49    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3954932 | PA      | $3950361.24    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPSK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2376850 | PA      | $2300053.32    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3685872 | PA      | $3730217.42    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7670219 | PA      | $7224495.71    | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     749021 | PA      | $726312.18     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2064257 | PA      | $2102273.25    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10989424 | PA      | $8905159.69    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2054473 | PA      | $2075820.18    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3630455 | PA      | $3216182.05    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQKU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1991308 | PA      | $1976831.97    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1315732 | PA      | $1336064.52    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8061472 | PA      | $8041175.26    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23800526 | PA      | $20055645.89   | 0.05%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23728706 | PA      | $19100520.55   | 0.05%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1298450 | PA      | $1285579.84    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1913565 | PA      | $1977835.49    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30302678 | PA      | $25718625.93   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQZ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1148533 | PA      | $1132436.92    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSAF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1379750 | PA      | $1439146.87    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2477525 | PA      | $2501952.53    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1490457 | PA      | $1546735.39    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5534968 | PA      | $5069540.08    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     835065 | PA      | $869659.38     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSTR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4955963 | PA      | $5020946.05    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSU59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1062680 | PA      | $1059229.52    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5154437 | PA      | $4371278.99    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1777151 | PA      | $1854475.13    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4006768 | PA      | $4130004.51    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4861443 | PA      | $4985141.69    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3723083 | PA      | $3769736.64    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2732896 | PA      | $2710230.72    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2691735 | PA      | $2677159.87    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2469770 | PA      | $2555784.90    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2709380 | PA      | $2795624.37    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3264045 | PA      | $3316494.90    | 0.01%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2054860 | PA      | $2108207.82    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12309167 | PA      | $12251349.30   | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1486962 | PA      | $1552534.58    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11830798 | PA      | $10777732.08   | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1607559 | PA      | $1687824.55    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUNW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6911059 | PA      | $6687152.99    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUSQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6322190 | PA      | $6268157.30    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7035833 | PA      | $6471740.88    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72201 | PA      | $68474.84      | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4822945 | PA      | $4434816.60    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3973560 | PA      | $3769404.00    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2462498 | PA      | $2263566.66    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4919714 | PA      | $4361048.48    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4118725 | PA      | $3341876.92    | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5060428 | PA      | $4481080.87    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4119838 | PA      | $4232999.67    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVEU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10341270 | PA      | $8329211.54    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVGK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3287052 | PA      | $3177946.90    | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     971617 | PA      | $895959.39     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1340300 | PA      | $1151457.49    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     451904 | PA      | $387961.74     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2874078 | PA      | $2343440.93    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12649541 | PA      | $12308811.40   | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25748242 | PA      | $24449501.96   | 0.07%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11508185 | PA      | $11938529.62   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4036308 | PA      | $3419282.58    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5854581 | PA      | $4948828.51    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3873645 | PA      | $2979960.46    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8554599 | PA      | $6911070.75    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22835248 | PA      | $17566065.63   | 0.05%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15005954 | PA      | $12128263.40   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7810785 | PA      | $6008160.89    | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21252021 | PA      | $17931216.24   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1578648 | PA      | $1269843.76    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7996509 | PA      | $6744509.28    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6449747 | PA      | $5690020.22    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23124952 | PA      | $18617553.07   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5152688 | PA      | $4855255.28    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10340862 | PA      | $8712983.53    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44266318 | PA      | $35663048.82   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3318222 | PA      | $2796375.45    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3310967 | PA      | $2790004.66    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     232770 | PA      | $187369.30     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7273513 | PA      | $6133844.19    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18028390 | PA      | $15828823.72   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6315906 | PA      | $5543127.72    | 0.02%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23600618 | PA      | $22844764.94   | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5530252 | PA      | $5210168.66    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4476864 | PA      | $4083030.83    | 0.01%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2111380 | PA      | $2138225.91    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2775851 | PA      | $2685660.81    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4243631 | PA      | $4212798.13    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1102333 | PA      | $1091637.94    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18825906 | PA      | $19016829.26   | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4769942 | PA      | $4729269.84    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3649577 | PA      | $3689601.41    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9163872 | PA      | $9386089.43    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1586861 | PA      | $1571464.87    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1688844 | PA      | $1674410.41    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13730046 | PA      | $13864406.20   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7698125 | PA      | $7416498.26    | 0.02%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     978975 | PA      | $1001251.97    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2105499 | PA      | $2120797.33    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10081311 | PA      | $10295304.65   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10638740 | PA      | $9982721.50    | 0.03%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4525822 | PA      | $4467839.70    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E02B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2206826 | PA      | $2317013.13    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36329767 | PA      | $29401386.06   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1975061 | PA      | $2041396.21    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10119600 | PA      | $8882599.59    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8262714 | PA      | $8558952.82    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4240078 | PA      | $3758589.85    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2243432 | PA      | $2265551.52    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0LA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5964736 | PA      | $6099927.60    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0TZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     507361 | PA      | $523015.71     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0VZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2121431 | PA      | $2170280.12    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2476539 | PA      | $2525995.63    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0XJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1266779 | PA      | $1316055.35    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0YD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4581967 | PA      | $4800321.74    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0YT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1092351 | PA      | $1135150.67    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     548859 | PA      | $571898.01     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65970 | PA      | $63736.95      | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     451866 | PA      | $425786.87     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13104 | PA      | $12340.59      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13940 | PA      | $13127.48      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91560 | PA      | $88240.76      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40840 | PA      | $37943.31      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11840 | PA      | $11345.87      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L7LF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89338 | PA      | $82880.97      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13375 | PA      | $12372.08      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136656 | PA      | $126438.19     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     232224 | PA      | $215430.32     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     142346 | PA      | $135572.27     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     266438 | PA      | $246011.61     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     527730 | PA      | $488289.01     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238506 | PA      | $227560.60     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119733 | PA      | $117302.34     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166712 | PA      | $163328.03     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     181762 | PA      | $172836.24     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5261 | PA      | $5176.17       | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M7RC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8093 | PA      | $7790.62       | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7148 | PA      | $6706.44       | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QQTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6300 | PA      | $6035.45       | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QSG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24542 | PA      | $23521.18      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QVDD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3836 | PA      | $3567.17       | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46629 | PA      | $44681.34      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60357 | PA      | $55736.40      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2265 | PA      | $2157.71       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45582 | PA      | $45837.11      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170235 | PA      | $157565.82     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201321 | PA      | $186337.84     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1138 | PA      | $1119.12       | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6571 | PA      | $6096.02       | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85280 | PA      | $76731.01      | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55433 | PA      | $51423.55      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63339 | PA      | $58745.92      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        952 | PA      | $936.88        | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7744 | PA      | $7184.39       | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9854 | PA      | $9141.51       | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102217 | PA      | $91969.65      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11351 | PA      | $10530.19      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225029 | PA      | $202469.76     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8001 | PA      | $7421.90       | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     383039 | PA      | $353713.05     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69925 | PA      | $62914.83      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46970 | PA      | $43494.48      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14008 | PA      | $12971.33      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24133 | PA      | $22324.67      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30749 | PA      | $30138.53      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WNK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18184 | PA      | $17821.85      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13440 | PA      | $12435.04      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     464426 | PA      | $431869.91     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151068 | PA      | $144864.42     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97293 | PA      | $92886.90      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     545939 | PA      | $537389.70     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7622 | PA      | $7664.00       | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2764 | PA      | $2632.37       | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     346470 | PA      | $313491.01     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XW5W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5615 | PA      | $5378.92       | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74404 | PA      | $68829.04      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159454 | PA      | $147308.30     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XXNN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50804 | PA      | $51084.80      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     309947 | PA      | $311659.77     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y0FN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20048 | PA      | $19753.20      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y0FP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22244 | PA      | $21895.56      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11262 | PA      | $11085.26      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18478 | PA      | $18206.16      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1546239 | PA      | $1397302.14    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1830424 | PA      | $1654113.61    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34947 | PA      | $32929.83      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45166 | PA      | $44859.62      | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30214 | PA      | $29828.36      | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2112041 | PA      | $1971592.19    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61351 | PA      | $57048.00      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42727 | PA      | $42169.12      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569865 | PA      | $514526.58     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     156185 | PA      | $149670.81     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     337927 | PA      | $332815.81     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164560 | PA      | $148483.75     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249714 | PA      | $225467.19     | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51536 | PA      | $48532.30      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17482 | PA      | $16472.96      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     446476 | PA      | $401716.12     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455022 | PA      | $420999.39     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     375855 | PA      | $348686.33     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51762 | PA      | $49417.90      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     282548 | PA      | $257986.95     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88636 | PA      | $79750.66      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39398 | PA      | $38893.12      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     862463 | PA      | $776007.59     | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     246972 | PA      | $222214.93     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70854 | PA      | $67895.43      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150128 | PA      | $139593.44     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3020 | PA      | $2871.51       | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44151 | PA      | $42078.44      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     384779 | PA      | $355946.36     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     250000 | PA      | $244522.80     | 0.00%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      60000 | PA      | $58992.90      | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4278825 | PA      | $3467299.46    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4545990 | PA      | $3697068.68    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3119282 | PA      | $2526586.90    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4072819 | PA      | $3298942.73    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10391339 | PA      | $8722325.48    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     874728 | PA      | $706978.57     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5215012 | PA      | $4255048.85    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2300709 | PA      | $1868827.35    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AQBV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3748764 | PA      | $3309511.85    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ARQD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248730 | PA      | $210095.55     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6437445 | PA      | $5469035.33    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10447777 | PA      | $8404054.45    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4920752 | PA      | $4506973.05    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6304250 | PA      | $5312311.53    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BFQW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10561392 | PA      | $10251774.77   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     777764 | PA      | $752744.12     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     461358 | PA      | $446516.12     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2205606 | PA      | $2193888.44    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     902131 | PA      | $912665.94     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1150523 | PA      | $1164534.02    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1101527 | PA      | $1152006.13    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90302 | PA      | $86777.66      | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133G7QM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4341059 | PA      | $4093979.63    | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GDZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2148173 | PA      | $1972403.10    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3752080 | PA      | $3453377.58    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1642545 | PA      | $1510267.89    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2593894 | PA      | $2386199.05    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5043343 | PA      | $4519594.47    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1317998 | PA      | $1210466.39    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4782256 | PA      | $4284588.93    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1456791 | PA      | $1340015.43    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KHUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11467133 | PA      | $9420571.88    | 0.03%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     829332 | PA      | $696257.22     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     886283 | PA      | $743828.66     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4785471 | PA      | $4069647.53    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1459278 | PA      | $1187815.83    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1329144 | PA      | $1115662.27    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     677819 | PA      | $568950.19     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2127821 | PA      | $1810854.65    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     521737 | PA      | $444017.63     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5121073 | PA      | $4298349.33    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2575747 | PA      | $2105130.41    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1436691 | PA      | $1205824.49    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1191833 | PA      | $972028.77     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1562794 | PA      | $1274029.53    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLE86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1636939 | PA      | $1391747.04    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10927173 | PA      | $8874946.40    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4715528 | PA      | $3829907.19    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2977712 | PA      | $2384632.39    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6323110 | PA      | $5118575.86    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4730099 | PA      | $3828534.49    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5840627 | PA      | $4738128.48    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5985691 | PA      | $4844808.19    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7272921 | PA      | $5907480.43    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15910988 | PA      | $12841189.77   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20315392 | PA      | $17234895.47   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4139018 | PA      | $3373442.81    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3631796 | PA      | $2955666.50    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14349720 | PA      | $12160495.43   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5638143 | PA      | $4939013.12    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5759310 | PA      | $4661575.92    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10388575 | PA      | $9152901.87    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2949054 | PA      | $2780409.19    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2350575 | PA      | $2152918.33    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4121359 | PA      | $3774799.65    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46512683 | PA      | $37652149.53   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2936967 | PA      | $2500779.72    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4312713 | PA      | $3657482.06    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2705689 | PA      | $2692164.00    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1794885 | PA      | $1691379.38    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3726701 | PA      | $3518673.30    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2108023 | PA      | $1697138.05    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18162927 | PA      | $17129028.68   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14714736 | PA      | $13892208.74   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2691341 | PA      | $2604763.00    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4923961 | PA      | $4910274.40    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3226237 | PA      | $3039440.99    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3893857 | PA      | $3944615.08    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2874868 | PA      | $2944355.44    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3630566 | PA      | $3608776.22    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4103021 | PA      | $4178171.35    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5099140 | PA      | $5222390.13    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2602980 | PA      | $2651817.16    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5700563 | PA      | $5852291.65    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7823665 | PA      | $7760032.68    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1480875 | PA      | $1508147.17    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KR5X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2393118 | PA      | $2515155.57    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KR6L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2648004 | PA      | $2749257.62    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3800464 | PA      | $3838515.74    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3879035 | PA      | $3947569.20    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7617791 | PA      | $7691749.74    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRMT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1195161 | PA      | $1187158.57    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4604454 | PA      | $4239626.78    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1660912 | PA      | $1532351.47    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3170597 | PA      | $2914394.66    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4526676 | PA      | $4159850.38    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2444477 | PA      | $2246608.62    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8KR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     770556 | PA      | $708112.78     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2766856 | PA      | $2542393.66    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1820696 | PA      | $1674502.95    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1895814 | PA      | $1743589.40    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3719906 | PA      | $3420334.33    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1356486 | PA      | $1248904.65    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1988810 | PA      | $1828298.22    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4286570 | PA      | $4034036.52    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26082809 | PA      | $22071837.75   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35426885 | PA      | $29957032.92   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    3285000 | PA      | $3545825.56    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     200000 | PA      | $172812.13     | 0.00%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    1060000 | PA      | $1184839.38    | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    2355000 | PA      | $2618142.04    | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     650000 | PA      | $692485.65     | 0.00%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     585000 | PA      | $655650.68     | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    1170000 | PA      | $1294001.38    | 0.00%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   13630000 | PA      | $11975759.34   | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2017-M12, Class A2                                     | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     720099 | PA      | $712377.65     | 0.00%             | 2027-06-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M1, Class A2                                      | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     586954 | PA      | $577649.07     | 0.00%             | 2027-12-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M3, Class A2                                      | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5610777 | PA      | $5406622.75    | 0.01%             | 2030-02-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M12, Class A2                                     | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2651420 | PA      | $2591715.11    | 0.01%             | 2030-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M10, Class A2                                     | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2522755 | PA      | $2485380.73    | 0.01%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2019-M2, Class A2                                      | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1488066 | PA      | $1469225.77    | 0.00%             | 2028-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M5, Class A2                                                          | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4376319 | PA      | $4275895.82    | 0.01%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M9, Class A2                                                          | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2449714 | PA      | $2372113.60    | 0.01%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M22, Class A2                                                         | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2380935 | PA      | $2263546.90    | 0.01%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2020-M20, Class A2                                                         | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4562569.18    | 0.01%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2020-M46, Class A2                                                         | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     969054 | PA      | $876855.39     | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2021-M17, Class A2                                     | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4424235.72    | 0.01%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2021-M13, Class A2                                     | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9050000 | PA      | $7976383.74    | 0.02%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2022-M1, Class A2                                      | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9890000 | PA      | $8613391.59    | 0.02%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2025-M5, Class A2                                                          | CUSIP: 3136BXM35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2197133.34    | 0.01%             | 2031-11-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     516000 | PA      | $437811.01     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     610000 | PA      | $601447.55     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     180000 | PA      | $172693.23     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     775000 | PA      | $741759.63     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     445000 | PA      | $451602.09     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K075, Class A2  | CUSIP: 3137F4X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3047744 | PA      | $3018427.69    | 0.01%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K739, Class A2                      | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5637646 | PA      | $5469734.01    | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K740, Class A2                      | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     575000 | PA      | $555779.92     | 0.00%             | 2027-09-25      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K125, Class A2                      | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4485169.36    | 0.01%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K067, Class A2                      | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3680000 | PA      | $3639605.88    | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K069, Class A2  | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5784577 | PA      | $5709994.15    | 0.02%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K070, Class A2  | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1652000 | PA      | $1631834.86    | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K154, Class A2                      | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $974637.57     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K073, Class A2                      | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $986834.07     | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K077, Class A2  | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $2381671.38    | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K078, Class A2                      | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3600000 | PA      | $3572379.64    | 0.01%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K086, Class A2  | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $990798.87     | 0.00%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K088, Class A2                      | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4931387.39    | 0.01%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K089, Class A2                      | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1966596.69    | 0.01%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-1512, Class A2                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     910000 | PA      | $856872.35     | 0.00%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-1512, Class A3                    | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     720000 | PA      | $648566.45     | 0.00%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K094, Class A2                      | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1443116.52    | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K098, Class A2                      | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $946249.56     | 0.00%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K100, Class A2                      | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7611210.69    | 0.02%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K101, Class A2                      | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1891856.98    | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K106, Class A2                      | CUSIP: 3137FRUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3170000 | PA      | $2935938.96    | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K108, Class A2                      | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2720492.27    | 0.01%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K110, Class A2                      | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     660000 | PA      | $596177.29     | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K112, Class A2                      | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7139669.21    | 0.02%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K114, Class A2                      | CUSIP: 3137FVNG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $891314.68     | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K116, Class A2                      | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7091000 | PA      | $6317102.35    | 0.02%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K117, Class A2                      | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2668921.57    | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K130, Class A2                      | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3095272.22    | 0.01%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K746, Class A2                      | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $951617.75     | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K141, Class A1                      | CUSIP: 3137H6S63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2159860 | PA      | $2057914.91    | 0.01%             | 2031-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K141, Class A2                      | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2679051.41    | 0.01%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K749, Class A2  | CUSIP: 3137H74P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14214338.48   | 0.04%             | 2029-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-150, Class A2 | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9587139.29    | 0.03%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K750, Class A2                      | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1930537.31    | 0.01%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-154, Class A2 | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19829281.73   | 0.05%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-160, Class A2 | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3437895 | PA      | $3428162.89    | 0.01%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K754, Class AM  | CUSIP: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $511094.16     | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K514, Class A2                      | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1550000 | PA      | $1559986.36    | 0.00%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-162, Class A2 | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1294613.43    | 0.00%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K515, Class A2                      | CUSIP: 3137HBPD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2052518.19    | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K517, Class A2  | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6200000 | PA      | $6364052.05    | 0.02%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K528, Class A2                      | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2012953.96    | 0.01%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-165, Class A2                     | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $496114.03     | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-166, Class A2 | CUSIP: 3137HHJA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7480367.22    | 0.02%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K539, Class A2  | CUSIP: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2509035.36    | 0.01%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-170, Class A2 | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $410054.67     | 0.00%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K541, Class A2  | CUSIP: 3137HLXV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     900000 | PA      | $901392.39     | 0.00%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K543, Class A2  | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8750000 | PA      | $8754044.01    | 0.02%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-171, Class A2 | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1962353.18    | 0.01%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-172, Class A2 | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1987765.33    | 0.01%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-173, Class A2 | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2985023.01    | 0.01%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-174, Class A2 | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $989293.95     | 0.00%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K553, Class A2  | CUSIP: 3137HPU50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4945291.74    | 0.01%             | 2030-12-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-176, Class A2 | CUSIP: 3137HPUE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $977235.57     | 0.00%             | 2035-12-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | FHLMC Multifamily Structured Pass-Through Certificates, Series K-179, Class A2                                                | CUSIP: 3137HRKT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2800000 | PA      | $2713453.96    | 0.01%             | 2036-03-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8369 | PA      | $8467.01       | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        269 | PA      | $267.74        | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1376 | PA      | $1363.95       | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29945 | PA      | $29689.63      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15429 | PA      | $15608.94      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6710 | PA      | $6678.09       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43727 | PA      | $43214.62      | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230759 | PA      | $233428.86     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32147 | PA      | $31710.82      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157398 | PA      | $154220.25     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2961 | PA      | $2933.58       | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42614 | PA      | $42035.72      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4137 | PA      | $4170.36       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     434436 | PA      | $405264.50     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89724 | PA      | $89006.53      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108953 | PA      | $106419.15     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168655 | PA      | $151564.31     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     285387 | PA      | $268410.94     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1074020 | PA      | $965186.58     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61019 | PA      | $59495.10      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93582 | PA      | $91288.45      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19042 | PA      | $18530.35      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107413 | PA      | $100085.00     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29595 | PA      | $26686.11      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190138 | PA      | $182985.42     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39806 | PA      | $38926.64      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28228 | PA      | $27771.65      | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95622 | PA      | $89997.75      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114588 | PA      | $103404.51     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94040 | PA      | $91500.86      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211301 | PA      | $194831.30     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4098 | PA      | $3989.98       | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74868 | PA      | $68279.94      | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41984 | PA      | $41477.76      | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61285 | PA      | $59786.34      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59737 | PA      | $58252.84      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729974 | PA      | $704636.45     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28119 | PA      | $26201.05      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69403 | PA      | $63583.39      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8607 | PA      | $8517.94       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93844 | PA      | $92586.69      | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172907 | PA      | $157691.29     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103620 | PA      | $102171.22     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33567 | PA      | $32401.80      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51839 | PA      | $50040.06      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52419 | PA      | $50397.89      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85650 | PA      | $79800.32      | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25392 | PA      | $24906.57      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34063 | PA      | $31736.79      | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77361 | PA      | $74360.39      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF3G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42851 | PA      | $39787.83      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11434 | PA      | $11074.82      | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28708 | PA      | $26747.50      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19641 | PA      | $19194.49      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18954 | PA      | $18413.78      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8330 | PA      | $8098.16       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22521 | PA      | $22065.46      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161681 | PA      | $150637.68     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9563 | PA      | $9280.15       | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49634 | PA      | $48581.12      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WG2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1018813 | PA      | $984411.91     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6240 | PA      | $5782.17       | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     548334 | PA      | $509227.59     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32359 | PA      | $31868.40      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49762 | PA      | $46496.71      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30993 | PA      | $29662.93      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43591 | PA      | $40730.56      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5200 | PA      | $5077.92       | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6062 | PA      | $5629.21       | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19770 | PA      | $19468.02      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6619 | PA      | $6300.39       | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117246 | PA      | $112938.01     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48897 | PA      | $47052.39      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28312 | PA      | $26236.83      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68651 | PA      | $63755.20      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2358 | PA      | $2244.35       | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3470 | PA      | $3408.56       | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4293 | PA      | $4102.93       | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3101 | PA      | $2950.09       | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68151 | PA      | $67001.60      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9883 | PA      | $9172.12       | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2054 | PA      | $2017.29       | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298553 | PA      | $276621.27     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326462 | PA      | $293380.39     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78573 | PA      | $71011.45      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43749 | PA      | $39479.02      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     679856 | PA      | $633475.09     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     664432 | PA      | $615499.92     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21029 | PA      | $20425.49      | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426289 | PA      | $410692.19     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374306 | PA      | $360311.28     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10239 | PA      | $9976.36       | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87647 | PA      | $79093.20      | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     706961 | PA      | $635322.52     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39001 | PA      | $36141.28      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11538 | PA      | $11224.15      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114551 | PA      | $106275.03     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89482 | PA      | $82671.22      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175076 | PA      | $162255.56     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149632 | PA      | $142682.32     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220108 | PA      | $216394.24     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38228 | PA      | $34234.96      | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108977 | PA      | $100180.54     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42557 | PA      | $41810.71      | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121399 | PA      | $116059.04     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84807 | PA      | $78596.84      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235476 | PA      | $218684.47     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140476 | PA      | $133625.87     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177622 | PA      | $161991.44     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y5DG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1578027 | PA      | $1527687.83    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30562 | PA      | $30917.65      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4984 | PA      | $4939.50       | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33432 | PA      | $32566.58      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58929 | PA      | $56883.97      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47398 | PA      | $43915.55      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27682 | PA      | $25811.31      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88170 | PA      | $86329.58      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63793 | PA      | $62495.62      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26837 | PA      | $25684.91      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45050 | PA      | $44116.77      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25737 | PA      | $24632.17      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140A1VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1123800 | PA      | $1150415.80    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5789041 | PA      | $5929426.74    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140AJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1140471 | PA      | $1164881.36    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140APFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5698751 | PA      | $5849047.39    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3051582 | PA      | $3135840.91    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140BXVC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5775394 | PA      | $5731594.00    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16797 | PA      | $16076.88      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4561 | PA      | $4508.19       | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28296 | PA      | $25570.58      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9843 | PA      | $9621.52       | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11704 | PA      | $11448.36      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9538 | PA      | $9255.44       | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44150 | PA      | $43153.20      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10679 | PA      | $9895.89       | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17090 | PA      | $15886.07      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101250 | PA      | $94018.33      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382638 | PA      | $354529.69     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2904 | PA      | $2864.41       | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37830 | PA      | $35131.69      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66182 | PA      | $61455.07      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167925 | PA      | $155948.31     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120168 | PA      | $114381.93     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111076 | PA      | $100235.32     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16841 | PA      | $16598.92      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19577 | PA      | $19129.74      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9281 | PA      | $9116.04       | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86063 | PA      | $82926.72      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3032 | PA      | $2923.78       | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68333 | PA      | $61408.97      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168046 | PA      | $151017.77     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F8SP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38280 | PA      | $35463.87      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260910 | PA      | $241743.97     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25574 | PA      | $23695.03      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3495 | PA      | $3238.25       | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6040 | PA      | $5596.68       | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14927 | PA      | $13830.18      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124169 | PA      | $118114.04     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9677 | PA      | $8966.57       | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2765 | PA      | $2630.15       | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1142175 | PA      | $1086532.41    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4122 | PA      | $3818.80       | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40772 | PA      | $37864.21      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334748 | PA      | $300826.76     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3694 | PA      | $3628.53       | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77480 | PA      | $71773.51      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10508 | PA      | $10286.92      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     415978 | PA      | $391818.19     | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379926 | PA      | $357860.38     | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     956743 | PA      | $890483.45     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240222 | PA      | $219081.98     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     445661 | PA      | $430064.56     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16210 | PA      | $15904.54      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85971 | PA      | $81778.45      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19521 | PA      | $19170.85      | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13748 | PA      | $13807.51      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276415 | PA      | $262936.49     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     943265 | PA      | $897312.44     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16881550 | PA      | $15596841.27   | 0.04%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13206 | PA      | $12978.33      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78985 | PA      | $75316.69      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10507 | PA      | $10310.52      | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9511 | PA      | $8786.81       | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1254117 | PA      | $1162280.21    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42457 | PA      | $41683.09      | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156225 | PA      | $156895.47     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229286 | PA      | $219843.82     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27704 | PA      | $27220.69      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355163 | PA      | $356687.75     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258952 | PA      | $239245.01     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173105 | PA      | $159931.80     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121667 | PA      | $119737.39     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78854 | PA      | $77523.05      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148082 | PA      | $144998.52     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111847 | PA      | $109846.28     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69174 | PA      | $68147.19      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40544 | PA      | $40969.83      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     528948 | PA      | $519486.92     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12911 | PA      | $12635.28      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92143 | PA      | $89606.02      | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170390 | PA      | $163814.57     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159889 | PA      | $154106.64     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111018 | PA      | $103197.94     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160507 | PA      | $153052.40     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53626 | PA      | $52666.67      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10639 | PA      | $10473.32      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138778 | PA      | $128615.62     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111749 | PA      | $103494.49     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107573 | PA      | $105718.63     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     587411 | PA      | $545522.25     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2836220 | PA      | $2693947.79    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32568 | PA      | $31169.60      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127430 | PA      | $122182.58     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     557503 | PA      | $533963.73     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     430849 | PA      | $401455.91     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13739 | PA      | $13070.11      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74437 | PA      | $69405.75      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     146307 | PA      | $140714.62     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139397 | PA      | $129456.45     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249251 | PA      | $224751.74     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161638 | PA      | $157100.59     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216103 | PA      | $208393.17     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170660 | PA      | $169296.72     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235665 | PA      | $227403.35     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91182 | PA      | $84678.65      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246832 | PA      | $225110.84     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     765548 | PA      | $663825.85     | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124396 | PA      | $122154.74     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572351 | PA      | $514352.77     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241033 | PA      | $226695.65     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91720 | PA      | $88410.34      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177879 | PA      | $172763.24     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354608 | PA      | $362490.67     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302955 | PA      | $311738.04     | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     566873 | PA      | $516987.76     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138375 | PA      | $128209.91     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161911 | PA      | $157316.52     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73068 | PA      | $67925.86      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151319 | PA      | $147666.97     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149283 | PA      | $146622.18     | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77519 | PA      | $75960.07      | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236430 | PA      | $215623.98     | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106894 | PA      | $105900.90     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184664 | PA      | $177882.21     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     527523 | PA      | $502120.77     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83907 | PA      | $80305.49      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1580786 | PA      | $1527883.99    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111578 | PA      | $106503.46     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     430293 | PA      | $404986.51     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189349 | PA      | $184875.29     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429065 | PA      | $391307.09     | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109153 | PA      | $107200.22     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51706 | PA      | $54029.06      | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131673 | PA      | $126031.68     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419405 | PA      | $411686.20     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77196 | PA      | $75846.60      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78566 | PA      | $76886.36      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247949 | PA      | $239103.16     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3960820 | PA      | $3767863.03    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198595 | PA      | $194349.21     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158411 | PA      | $150956.85     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302947 | PA      | $296470.53     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274338 | PA      | $253308.29     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109630 | PA      | $103995.03     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     460972 | PA      | $427500.91     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240537 | PA      | $214684.45     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1350146 | PA      | $1196080.37    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213976 | PA      | $190978.39     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KD6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290817 | PA      | $257703.11     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3237376 | PA      | $2869750.71    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7981027 | PA      | $6464552.61    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6891439 | PA      | $5581996.56    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     927880 | PA      | $749937.55     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     505820 | PA      | $465854.53     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9386882 | PA      | $7590174.50    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324372 | PA      | $275459.37     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2887652 | PA      | $2646506.31    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     778812 | PA      | $753758.48     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2751922 | PA      | $2244607.21    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1227157 | PA      | $1128331.57    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6902200 | PA      | $5623125.10    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195206 | PA      | $188962.14     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13990561 | PA      | $11261760.71   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10195227 | PA      | $8200906.59    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1911774 | PA      | $1963824.18    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17046039 | PA      | $13721280.05   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14563651 | PA      | $11723071.83   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31330753 | PA      | $26401033.55   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15081414 | PA      | $12708437.43   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8283992 | PA      | $6989549.69    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MNP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7510511 | PA      | $6849804.61    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3298723 | PA      | $3274755.39    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140N25Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     744670 | PA      | $738586.36     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115530 | PA      | $109896.74     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38073 | PA      | $36398.15      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67645 | PA      | $64345.98      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122559 | PA      | $113259.11     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83913 | PA      | $79820.84      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7LA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293408 | PA      | $279781.14     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129310 | PA      | $123004.74     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284008 | PA      | $262391.95     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5584 | PA      | $5158.78       | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295157 | PA      | $280763.94     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288714 | PA      | $284134.44     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7180 | PA      | $6829.50       | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25079 | PA      | $24050.07      | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36889 | PA      | $36112.78      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7226800 | PA      | $6676831.36    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147394 | PA      | $140206.82     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297471 | PA      | $276258.44     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     332327 | PA      | $312781.62     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96476 | PA      | $93559.90      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600392 | PA      | $557577.95     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446157 | PA      | $436764.39     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424458 | PA      | $403762.03     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2409965 | PA      | $2227093.97    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277530 | PA      | $257999.49     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18085 | PA      | $16708.55      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130230 | PA      | $121013.43     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182052 | PA      | $172914.57     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17419 | PA      | $17090.51      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125833 | PA      | $123710.79     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22342 | PA      | $21220.15      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36095 | PA      | $35323.69      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108335 | PA      | $108799.81     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71979 | PA      | $68365.96      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121113 | PA      | $118523.73     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     402235 | PA      | $383097.56     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     436765 | PA      | $428953.28     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186942 | PA      | $187746.94     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249920 | PA      | $237876.24     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140389 | PA      | $130070.91     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104614 | PA      | $105109.39     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     536070 | PA      | $510565.44     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202463 | PA      | $203344.56     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213532 | PA      | $203241.52     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     550401 | PA      | $523993.82     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     457132 | PA      | $435746.97     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1385183 | PA      | $1236304.97    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4266654 | PA      | $4102289.45    | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231555 | PA      | $207369.17     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     449174 | PA      | $394533.38     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     585882 | PA      | $521952.18     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2934334 | PA      | $2794004.11    | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9782326 | PA      | $8597782.60    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1300089 | PA      | $1111588.71    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5069107 | PA      | $4142039.08    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1032897 | PA      | $886406.96     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1985953 | PA      | $1759205.30    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14815948 | PA      | $12435698.12   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4389521 | PA      | $3684324.51    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2970846 | PA      | $2551218.57    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2052326 | PA      | $1747240.83    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1510621 | PA      | $1286062.40    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2587438 | PA      | $2202005.21    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3685512 | PA      | $3136506.65    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15509066 | PA      | $12551361.34   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2545948 | PA      | $2066572.52    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     660930 | PA      | $610134.80     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2716348 | PA      | $2501586.71    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8065583 | PA      | $6591913.62    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2805900 | PA      | $2355010.92    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1171801 | PA      | $1081099.18    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1861777 | PA      | $1713760.75    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4380854 | PA      | $4034492.97    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1357641 | PA      | $1102011.58    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1675774 | PA      | $1424764.92    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5341573 | PA      | $4916903.73    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5442272 | PA      | $5139038.80    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1053473 | PA      | $968928.83     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     832810 | PA      | $765523.30     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529244 | PA      | $486484.02     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2103578 | PA      | $1934566.59    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18900575 | PA      | $16011267.40   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4866720 | PA      | $3956552.68    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24872982 | PA      | $21791960.21   | 0.06%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8204437 | PA      | $6613827.47    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKE53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3861717 | PA      | $3134596.12    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5291127 | PA      | $4295556.87    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1893321 | PA      | $1540556.81    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1135103 | PA      | $931337.03     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4959505 | PA      | $4031985.23    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3835578 | PA      | $3614967.78    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6702881 | PA      | $5668974.64    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6036808 | PA      | $4894610.33    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     423027 | PA      | $354922.94     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4416311 | PA      | $3746650.10    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5606321 | PA      | $4755727.62    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5004079 | PA      | $4451026.64    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1553879 | PA      | $1464003.85    | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10708359 | PA      | $9081297.38    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7337693 | PA      | $6154394.50    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8475450 | PA      | $7425593.88    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11077603 | PA      | $8967351.52    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2260878 | PA      | $1837201.94    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6101401 | PA      | $5172446.41    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7522706 | PA      | $6089652.38    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1271179 | PA      | $1143944.71    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14200520 | PA      | $12069401.37   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4596406 | PA      | $3893745.57    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15276570 | PA      | $12994527.46   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27722445 | PA      | $23475886.63   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3071226 | PA      | $2812971.16    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15916898 | PA      | $14023655.68   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3220352 | PA      | $2837305.51    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2455950 | PA      | $2258167.76    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5734229 | PA      | $4870125.06    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8235425 | PA      | $7284606.43    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16561646 | PA      | $13407361.42   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29315308 | PA      | $24713989.07   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     534296 | PA      | $502753.48     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15347812 | PA      | $13522259.67   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14744739 | PA      | $13005355.30   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7553878 | PA      | $6654499.96    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15199291 | PA      | $12812440.31   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4058565 | PA      | $3439429.53    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14340987 | PA      | $12685252.42   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1625198 | PA      | $1573302.06    | 0.00%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2142976 | PA      | $2016464.03    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1941951 | PA      | $1896804.04    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7763819 | PA      | $7330435.35    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4776441 | PA      | $4374796.77    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4528427 | PA      | $4267286.65    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13639103 | PA      | $13200952.95   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8257573 | PA      | $7543795.45    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7615926 | PA      | $7190209.82    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3311804 | PA      | $3204127.14    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2696718 | PA      | $2759314.58    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10905919 | PA      | $10611146.02   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6341766 | PA      | $6136165.68    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2790521 | PA      | $2783452.73    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2979149 | PA      | $2908509.15    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16207382 | PA      | $15681494.83   | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4537395 | PA      | $4524783.50    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3746672 | PA      | $3832120.70    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11435855 | PA      | $11367221.26   | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QREP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1032675 | PA      | $1046256.90    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3331494 | PA      | $3375310.46    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3175188 | PA      | $3170107.44    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6270341 | PA      | $6408162.78    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7952311 | PA      | $8111119.56    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7656544 | PA      | $7594270.98    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9962594 | PA      | $10065390.15   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3811087 | PA      | $3949835.11    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3774349 | PA      | $3866472.75    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7884018 | PA      | $7973481.67    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19950384 | PA      | $19788067.70   | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11715701 | PA      | $12037177.05   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10257612 | PA      | $10353598.48   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSYU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3930473 | PA      | $3898512.46    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3312016 | PA      | $3340620.65    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3493109 | PA      | $3576507.54    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3494170 | PA      | $3702994.77    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3982959 | PA      | $4186070.73    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4526184 | PA      | $4752177.38    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1321921 | PA      | $1372467.63    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15884567 | PA      | $16268105.46   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6271973 | PA      | $6511798.00    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8908572 | PA      | $9193044.24    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5254865 | PA      | $5399057.55    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3576197 | PA      | $3726312.69    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2133841 | PA      | $2256007.63    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11054924 | PA      | $11661143.57   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2680463 | PA      | $2817153.64    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4364234 | PA      | $4582140.97    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1925171 | PA      | $2018622.71    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1900282 | PA      | $1990840.12    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2694942 | PA      | $2818854.98    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6222161 | PA      | $6563366.02    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     889108 | PA      | $926429.09     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2782994 | PA      | $2805278.32    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QU7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5249899 | PA      | $5315684.47    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4053571 | PA      | $4268682.30    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5654281 | PA      | $5725134.05    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4077690 | PA      | $4172139.05    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19229502 | PA      | $19372744.31   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7536206 | PA      | $7671646.56    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2823490 | PA      | $2953330.03    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QV2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17733534 | PA      | $17505396.70   | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6443534 | PA      | $6722911.61    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8063624 | PA      | $8333506.82    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1090591 | PA      | $1118904.92    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4308015 | PA      | $4445147.14    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10286297 | PA      | $10527753.69   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32129737 | PA      | $33012262.88   | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6252473 | PA      | $6029169.22    | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10832427 | PA      | $10693070.46   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9204354 | PA      | $9398042.79    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11521231 | PA      | $11737868.14   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6222840 | PA      | $6164731.68    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140U5QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7335694 | PA      | $7230601.54    | 0.02%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W02R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3069438 | PA      | $2472230.08    | 0.01%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1713698 | PA      | $1753925.02    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2785938 | PA      | $2753071.28    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0MW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7721914 | PA      | $6527269.52    | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0R72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5598941 | PA      | $5847258.10    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16432576 | PA      | $15831409.08   | 0.04%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W12L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4289530 | PA      | $4040926.03    | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2671947 | PA      | $2256917.67    | 0.01%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18684050 | PA      | $15816639.74   | 0.04%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6480118 | PA      | $6638284.35    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2887391 | PA      | $2954213.88    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5111318 | PA      | $5157677.94    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2RC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7731280 | PA      | $8087912.16    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3288974 | PA      | $3363543.15    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5556265 | PA      | $4924244.88    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1559573 | PA      | $1596182.17    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33727975 | PA      | $34957909.63   | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W35A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8781334 | PA      | $7406455.81    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3762283 | PA      | $3849281.47    | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1827011 | PA      | $1857331.87    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33287 | PA      | $34064.68      | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3LX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3248219 | PA      | $3298988.30    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2667159 | PA      | $2687159.31    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3PT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5747161 | PA      | $5859620.15    | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3TD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4209480 | PA      | $4010594.22    | 0.01%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W42C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3089846 | PA      | $3138139.63    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W4CD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3490153 | PA      | $3377077.78    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W4E78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3244581 | PA      | $3285137.55    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W4XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3020726 | PA      | $3051293.87    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W5DV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34570558 | PA      | $29133753.18   | 0.08%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224510 | PA      | $199508.78     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139636 | PA      | $129009.06     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     146818 | PA      | $143678.90     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133088 | PA      | $139066.53     | 0.00%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1743410 | PA      | $1589987.13    | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1612274 | PA      | $1456976.35    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     692481 | PA      | $674926.28     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4137 | PA      | $4117.18       | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143134 | PA      | $138116.24     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134524 | PA      | $129201.80     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2689 | PA      | $2676.94       | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1508236 | PA      | $1426374.04    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     321439 | PA      | $314567.68     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182232 | PA      | $177188.70     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     740126 | PA      | $655670.12     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     710502 | PA      | $656432.20     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204083 | PA      | $189091.05     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     519776 | PA      | $481594.35     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10322031 | PA      | $9413678.00    | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246424 | PA      | $236547.58     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7KT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1291082 | PA      | $1224447.24    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12568003 | PA      | $11557723.40   | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3518717 | PA      | $3250938.18    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1060693 | PA      | $910917.86     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5380412 | PA      | $4604810.26    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3921847 | PA      | $3328398.67    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1419796 | PA      | $1209326.51    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3796807 | PA      | $3490671.24    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311445 | PA      | $299003.17     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1906601 | PA      | $1616914.61    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2119579 | PA      | $1812722.37    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     499266 | PA      | $460630.00     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6565053 | PA      | $5779376.10    | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1667170 | PA      | $1477335.61    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18075642 | PA      | $14750962.98   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1305980 | PA      | $1070622.82    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4438651 | PA      | $4193014.13    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9CS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1779692 | PA      | $1576494.18    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3134136 | PA      | $2785126.63    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19491 | PA      | $17987.64      | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5801084 | PA      | $5358361.54    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2541592 | PA      | $2414098.39    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4015222 | PA      | $3215421.02    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2351686 | PA      | $2083908.69    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8289138 | PA      | $7873332.38    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1780628 | PA      | $1576219.98    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3537514 | PA      | $2883232.37    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3555490 | PA      | $2984008.29    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6064056 | PA      | $4942477.99    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5353819 | PA      | $4946386.48    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17249686 | PA      | $15282466.24   | 0.04%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4882414 | PA      | $4604834.93    | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9168474 | PA      | $8458478.87    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5396354 | PA      | $4610095.01    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5376671 | PA      | $4378481.06    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17933624 | PA      | $17008037.92   | 0.05%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XC3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2784953 | PA      | $2462664.86    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17412814 | PA      | $16016755.54   | 0.04%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3451973 | PA      | $2953885.58    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19260280 | PA      | $16475380.28   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1336086 | PA      | $1269064.65    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2276757 | PA      | $1937190.46    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3813371 | PA      | $3510668.65    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9349308 | PA      | $7191975.91    | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2118067 | PA      | $1855701.65    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6798665 | PA      | $5765654.63    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3911632 | PA      | $3324600.58    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2019687 | PA      | $1857614.33    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6433116 | PA      | $5395941.28    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     864481 | PA      | $736626.13     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6806998 | PA      | $5783342.36    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3693018 | PA      | $3011224.98    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2807820 | PA      | $2286068.49    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6048902 | PA      | $4915371.10    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2600351 | PA      | $2110406.43    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1716684 | PA      | $1724054.13    | 0.00%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     651507 | PA      | $587197.35     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3572935 | PA      | $3286869.97    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12889859 | PA      | $10381932.58   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13272505 | PA      | $12325921.16   | 0.03%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2965903 | PA      | $2409075.19    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1798892 | PA      | $1529483.31    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1198982 | PA      | $1019047.08    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5763970 | PA      | $4898952.27    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9829716 | PA      | $7984255.49    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     835680 | PA      | $751939.54     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397185 | PA      | $338564.75     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454897 | PA      | $418218.93     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8744062 | PA      | $7711377.66    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1396653 | PA      | $1284499.45    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2522877 | PA      | $2313108.24    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2036526 | PA      | $1867070.73    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1889582 | PA      | $1735601.69    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2400865 | PA      | $2200370.80    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6764570 | PA      | $6220177.55    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23135908 | PA      | $18682910.40   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2173449 | PA      | $2044656.18    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     604886 | PA      | $556176.80     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15312668 | PA      | $12360073.30   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGPN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1670846 | PA      | $1546355.69    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3231782 | PA      | $3079848.30    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4438546 | PA      | $4094830.46    | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1399531 | PA      | $1329326.95    | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3533865 | PA      | $2984955.81    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2305191 | PA      | $1949987.76    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2045604 | PA      | $1899713.22    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7766904 | PA      | $7118294.64    | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1379423 | PA      | $1235872.38    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21045252 | PA      | $16943217.25   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5609794 | PA      | $4314693.72    | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17645058 | PA      | $16161308.96   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     766281 | PA      | $647018.02     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5763648 | PA      | $4857217.29    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     914472 | PA      | $819519.06     | 0.00%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3322143 | PA      | $3215272.47    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158835 | PA      | $158617.42     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJ6A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13591383 | PA      | $13091770.69   | 0.04%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7675792 | PA      | $7070226.02    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6896072 | PA      | $5822779.37    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1577818 | PA      | $1501841.12    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2853385 | PA      | $2771886.97    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1692157 | PA      | $1596033.13    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5646674 | PA      | $5480088.60    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5819768 | PA      | $5632011.24    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2597629 | PA      | $2590236.87    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1601614 | PA      | $1640326.57    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1170512 | PA      | $1194330.19    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4989397 | PA      | $4975528.86    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3839539 | PA      | $3934022.00    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5353624 | PA      | $5419033.44    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2623136 | PA      | $2212436.03    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2560326 | PA      | $2605353.00    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XL7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1382500 | PA      | $1454552.25    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1320676 | PA      | $1169477.57    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLCE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1076769 | PA      | $1028382.23    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5413970 | PA      | $4387151.70    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10556898 | PA      | $9753503.94    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2640374 | PA      | $2125994.47    | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLJ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7381819 | PA      | $6244366.94    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3548145 | PA      | $3140834.11    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1261685 | PA      | $1066100.53    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7280556 | PA      | $6449768.76    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15861669 | PA      | $14589972.55   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     705206 | PA      | $734808.55     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2123052 | PA      | $2058090.87    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2102831 | PA      | $2167258.61    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XME51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4067198 | PA      | $3709403.00    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2961983 | PA      | $2818324.06    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMQY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18275282 | PA      | $16810075.79   | 0.05%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2135471 | PA      | $2186799.75    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12831781 | PA      | $10272835.01   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8479095 | PA      | $7180451.15    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6774453 | PA      | $6936712.60    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1525106 | PA      | $1285257.05    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1281301 | PA      | $1343497.82    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XN6P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5710948 | PA      | $5014180.19    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2906319 | PA      | $2981611.88    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4176055 | PA      | $4389013.78    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18907780 | PA      | $15868691.84   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNCX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2835574 | PA      | $2954601.40    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12551458 | PA      | $11543014.16   | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5064528 | PA      | $5317401.51    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4712567 | PA      | $4877266.57    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     580644 | PA      | $608315.18     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23196656 | PA      | $18675280.92   | 0.05%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5132076 | PA      | $4138923.68    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPD89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15896258 | PA      | $15148935.83   | 0.04%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3385849 | PA      | $3358316.79    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPHL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1691579 | PA      | $1713980.97    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2313648 | PA      | $2342765.79    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5005234 | PA      | $4607069.45    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1516672 | PA      | $1581924.93    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6175836 | PA      | $5948815.62    | 0.02%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPVG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4249505 | PA      | $3908804.55    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XQQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2106152 | PA      | $2153179.27    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1639222 | PA      | $1711922.68    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XREJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2715235 | PA      | $2624712.46    | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2632040 | PA      | $2480097.02    | 0.01%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2405560 | PA      | $2467732.51    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRPU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18964544 | PA      | $19150673.63   | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3087470 | PA      | $3162342.00    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4693014 | PA      | $4157492.25    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8397614 | PA      | $7101036.47    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1045980 | PA      | $1070009.42    | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6EA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1821753 | PA      | $1868424.96    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4681902 | PA      | $4740424.66    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     416447 | PA      | $434212.48     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3110253 | PA      | $3255271.96    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y8BX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7239000 | PA      | $7340974.41    | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y8NV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2141868 | PA      | $2125383.07    | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17670 | PA      | $17875.85      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193933 | PA      | $174281.10     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59247 | PA      | $58214.40      | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178873 | PA      | $163873.07     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72825 | PA      | $73137.51      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284018 | PA      | $269770.83     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     321478 | PA      | $305352.16     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174484 | PA      | $165730.94     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300384 | PA      | $269945.24     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235621 | PA      | $227085.75     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405570 | PA      | $364472.40     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95961 | PA      | $92372.21      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     843983 | PA      | $758459.45     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128036 | PA      | $121228.43     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1818825 | PA      | $1634518.22    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2251997 | PA      | $2080616.79    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91648 | PA      | $84673.36      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40534 | PA      | $38559.24      | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     707922 | PA      | $654047.90     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96130 | PA      | $88685.42      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1137580 | PA      | $1051008.55    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     392855 | PA      | $362433.23     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29506 | PA      | $29633.07      | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110480 | PA      | $108118.48     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122119 | PA      | $121032.49     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16161 | PA      | $16230.12      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397036 | PA      | $366290.42     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48796 | PA      | $47685.00      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54737 | PA      | $54231.37      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36733 | PA      | $36389.74      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2807488 | PA      | $2666656.44    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14819837 | PA      | $11957096.66   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3355629 | PA      | $2837525.27    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41424786 | PA      | $33456890.01   | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5457586 | PA      | $4613251.61    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8982825 | PA      | $8462188.67    | 0.02%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3975711 | PA      | $3359403.36    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35701045 | PA      | $28767303.73   | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1637766 | PA      | $1468466.69    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5006246 | PA      | $4594308.09    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11996701 | PA      | $9204547.34    | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37235659 | PA      | $29990871.36   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14910065 | PA      | $12589488.10   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     614275 | PA      | $563587.61     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18677284 | PA      | $15036802.24   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38561474 | PA      | $32547877.57   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141855 | PA      | $142473.28     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326431 | PA      | $318410.52     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273686 | PA      | $266093.12     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1383359 | PA      | $1305410.26    | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204631 | PA      | $194069.44     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  142723385 | PA      | $115853617.37  | 0.32%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13837504 | PA      | $11760792.39   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94931 | PA      | $90053.13      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10195534 | PA      | $8268957.71    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6026191 | PA      | $5343744.47    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1531029 | PA      | $1356696.25    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     693654 | PA      | $655107.09     | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5772629 | PA      | $4675772.14    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3781678 | PA      | $2910881.36    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12441860 | PA      | $10547602.89   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45434362 | PA      | $36721273.99   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5222538 | PA      | $4219172.21    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12103991 | PA      | $9782809.45    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2783132 | PA      | $2556691.83    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5724851 | PA      | $5395685.41    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11794120 | PA      | $9519973.14    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33575805 | PA      | $29672821.04   | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7905468 | PA      | $7837903.66    | 0.02%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2852344 | PA      | $2874835.89    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284914 | PA      | $295553.04     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10958305 | PA      | $11031138.51   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10440809 | PA      | $9803052.49    | 0.03%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1337193 | PA      | $1076087.04    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12392707 | PA      | $10456243.73   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87148892 | PA      | $69926003.05   | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11473212 | PA      | $10280063.17   | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9553174 | PA      | $8758275.86    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7246603 | PA      | $6364160.32    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11526645 | PA      | $10327120.40   | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24077510 | PA      | $22066813.37   | 0.06%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42390594 | PA      | $35720670.71   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24903606 | PA      | $21892760.54   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3224732 | PA      | $2889149.14    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12953100 | PA      | $11871395.43   | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1190685 | PA      | $1120127.52    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6833832 | PA      | $5762426.74    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8104424 | PA      | $7120902.92    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10901521 | PA      | $9966564.09    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6789425 | PA      | $6387100.03    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43810069 | PA      | $38490678.59   | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3576339 | PA      | $3364414.10    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7334181 | PA      | $6909688.14    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1317394 | PA      | $1294246.49    | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10880844 | PA      | $10529333.43   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1408648 | PA      | $1397145.49    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     712501 | PA      | $707324.68     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1906810 | PA      | $1873305.28    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6612115 | PA      | $6397279.67    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     794742 | PA      | $788967.90     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1509530 | PA      | $1498562.09    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1493630 | PA      | $1531182.76    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1863583 | PA      | $1884900.08    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5817637 | PA      | $5770134.05    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1355977 | PA      | $1341965.84    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306582 | PA      | $300585.47     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7228596 | PA      | $7158462.20    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     781990 | PA      | $766694.06     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1579829 | PA      | $1548927.98    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9610262 | PA      | $9517021.31    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3025254 | PA      | $3095417.07    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3686219 | PA      | $3654714.96    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5685711 | PA      | $5630547.35    | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     541371 | PA      | $530781.51     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5602126 | PA      | $5722033.31    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18581950 | PA      | $18332533.21   | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1004440 | PA      | $991571.50     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6969690 | PA      | $6823546.75    | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3370078 | PA      | $3164223.45    | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1773946 | PA      | $1809629.28    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FQM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2993829 | PA      | $2971626.70    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2855159 | PA      | $2833984.93    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $207167.39     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16616415 | PA      | $17307094.33   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1847722 | PA      | $1927835.39    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     492574 | PA      | $506103.85     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MMD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1863266 | PA      | $1844789.62    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7563226 | PA      | $6638712.24    | 0.02%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4160390 | PA      | $4321284.95    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MSV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719132 | PA      | $750324.88     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4051839 | PA      | $4153178.09    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6408826 | PA      | $6559264.19    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3929201 | PA      | $3978468.08    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MZ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3891139 | PA      | $3569258.47    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2648053 | PA      | $2705079.41    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NG86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3271885 | PA      | $3301561.90    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1209876 | PA      | $1234985.37    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1609582 | PA      | $1641960.03    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4572175 | PA      | $4673904.07    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3459682 | PA      | $3491061.99    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166633 | PA      | $170565.25     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5261996 | PA      | $5324703.35    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1043120 | PA      | $1067397.74    | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427P6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1660685 | PA      | $1688570.45    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9380355 | PA      | $9670309.54    | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3135383 | PA      | $3206942.07    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4737352 | PA      | $4957535.83    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4048639 | PA      | $4146751.34    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2791456 | PA      | $2905804.63    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427Q2E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1069988 | PA      | $1103620.16    | 0.00%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427Q2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4419989 | PA      | $4475238.21    | 0.01%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QJQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9506697 | PA      | $9059372.70    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2911570 | PA      | $2936893.63    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     894256 | PA      | $926235.70     | 0.00%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QNU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3822743 | PA      | $3531827.26    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3444470 | PA      | $3498306.28    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11067850 | PA      | $10982775.26   | 0.03%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QR61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3630847 | PA      | $3681993.70    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5541122 | PA      | $5609859.68    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427RNY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8880771 | PA      | $8993396.95    | 0.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427RNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18744778 | PA      | $19260073.89   | 0.05%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427RRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1712094 | PA      | $1746351.35    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427RWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2790386 | PA      | $2750623.85    | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1063662.87    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1291336.87    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     837000 | PA      | $828643.77     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $994610.77     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78656.30      | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      95000 | PA      | $91237.64      | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48612.86      | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     160000 | PA      | $144434.54     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     295000 | PA      | $292461.05     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     350000 | PA      | $321974.40     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     125000 | PA      | $93856.53      | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      85000 | PA      | $66980.68      | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52501.15      | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     130000 | PA      | $118256.66     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     195000 | PA      | $153530.72     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $980863.25     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     465000 | PA      | $386211.26     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     225000 | PA      | $181132.45     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     170000 | PA      | $129801.80     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     185000 | PA      | $160570.73     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     475000 | PA      | $433395.46     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     685000 | PA      | $687341.53     | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1350000 | PA      | $1381796.93    | 0.00%             | 2028-03-14      | Fixed         | 5.70%                 | 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        |    1015000 | PA      | $1036597.23    | 0.00%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     265000 | PA      | $264266.31     | 0.00%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2714566 | PA      | $2805739.28    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1677976 | PA      | $1751445.80    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2431498 | PA      | $2540934.80    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQF31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     749020 | PA      | $775873.97     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6782656 | PA      | $6911781.18    | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     711607 | PA      | $732007.09     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1111062 | PA      | $1153546.83    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     351614 | PA      | $366373.15     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     824842 | PA      | $861435.42     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2604338 | PA      | $2703921.92    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4153271 | PA      | $4369728.82    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     405165 | PA      | $422172.23     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GR6Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4567758 | PA      | $4674980.51    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     962081 | PA      | $984365.10     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4967507 | PA      | $5005270.43    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2390866 | PA      | $2446988.69    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     996998 | PA      | $1037896.82    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7459495 | PA      | $7515631.43    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2455586 | PA      | $2583801.26    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3353192 | PA      | $3480763.06    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GS4J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5136677 | PA      | $5300187.57    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GS5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11930628 | PA      | $11834093.04   | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GSN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9316228 | PA      | $9574888.95    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5708601 | PA      | $5925783.57    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9763555 | PA      | $9859544.97    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6310522 | PA      | $6415961.41    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4188488 | PA      | $4286806.74    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GUPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5662899 | PA      | $5839460.70    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4097563 | PA      | $4210205.09    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GVK83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19278171 | PA      | $19593302.52   | 0.05%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GVZB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32993305 | PA      | $33475457.65   | 0.09%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GW3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3605153 | PA      | $3648885.34    | 0.01%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GWFN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48687918 | PA      | $48231178.29   | 0.13%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GWGW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13036358 | PA      | $13240113.80   | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GWVQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6120518 | PA      | $6218080.57    | 0.02%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6133516 | PA      | $6256894.79    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142JCCC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2893303 | PA      | $2871783.28    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142JQE47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2782005 | PA      | $2747678.12    | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                  | Fedex Freight Holding Co., Inc.                                                                                               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143219.48     | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                  | Fedex Freight Holding Co., Inc.                                                                                               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     185000 | PA      | $182510.97     | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                  | Fedex Freight Holding Co., Inc.                                                                                               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     330000 | PA      | $324037.06     | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                  | Fedex Freight Holding Co., Inc.                                                                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     135000 | PA      | $131376.86     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Express Corp. Pass-Through Trust                                         | Federal Express Corp. Pass-Through Trust, Series 2020-1, Class AA                                                             | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688253 | PA      | $595396.24     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                       | Ferguson Enterprises, Inc.                                                                                                    | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208621.73     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                       | Ferguson Enterprises, Inc.                                                                                                    | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     755000 | PA      | $743754.77     | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     929000 | PA      | $927308.24     | 0.00%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     580000 | PA      | $546478.76     | 0.00%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     220000 | PA      | $219817.20     | 0.00%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     390000 | PA      | $382866.49     | 0.00%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                                    | Ferrellgas LP                                                                                                                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     930000 | PA      | $906204.32     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                                    | Ferrellgas LP                                                                                                                 | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     435000 | PA      | $456231.13     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     970000 | PA      | $944192.93     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1248882.35    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EF Holdco                                                                        | EF Holdco                                                                                                                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $119211.92     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     495000 | PA      | $399344.10     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $583017.19     | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     795000 | PA      | $754220.57     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $896045.97     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     420000 | PA      | $420225.49     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     685000 | PA      | $683074.74     | 0.00%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1264887.21    | 0.00%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1053977.24    | 0.00%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     231000 | PA      | $229841.89     | 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        |    1030000 | PA      | $970757.77     | 0.00%             | 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        |     883000 | PA      | $782879.17     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     686000 | PA      | $421865.46     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                           | Fiesta Purchaser, Inc.                                                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $562503.53     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                           | Fiesta Purchaser, Inc.                                                                                                        | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $471346.63     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1157304.90    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     923000 | PA      | $916149.98     | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     607000 | PA      | $596838.49     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     365000 | PA      | $363282.65     | 0.00%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     465000 | PA      | $448961.35     | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1318972.38    | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1170042.04    | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     280000 | PA      | $290014.71     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1241764.41    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     920000 | PA      | $922888.69     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1058186.33    | 0.00%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1366814.03    | 0.00%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty Municipal Holdings, Inc.                                        | Assured Guaranty Municipal Holdings, Inc.                                                                                     | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |     371000 | PA      | $352419.82     | 0.00%             | 2066-12-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: —       |
| Republic of Finland                                                              | Republic of Finland                                                                                                           | CUSIP: 317873BH9<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    1000000 | PA      | $1001159.98    | 0.00%             | 2034-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                              | Republic of Finland                                                                                                           | CUSIP: 31788DAJ3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     450000 | PA      | $396988.50     | 0.00%             | 2030-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     455000 | PA      | $436484.84     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     785000 | PA      | $680274.89     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     665000 | PA      | $654948.12     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     625000 | PA      | $622743.65     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     285000 | PA      | $283514.09     | 0.00%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     660000 | PA      | $648076.99     | 0.00%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     375000 | PA      | $363395.34     | 0.00%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                                                           | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25384.58      | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                                              | First Industrial LP                                                                                                           | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |     310000 | PA      | $313780.30     | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | First National Master Note Trust, Series 2025-1, Class A                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1514153.54    | 0.00%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                        | First Student Bidco, Inc.                                                                                                     | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |     831000 | PA      | $794552.41     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | First Horizon Bank                                                                                                            | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     650000 | PA      | $663638.83     | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     515000 | PA      | $486970.01     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     688000 | PA      | $570878.93     | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     635000 | PA      | $610521.76     | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     475000 | PA      | $474242.37     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207044.64     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     445000 | PA      | $439755.49     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     525000 | PA      | $516588.34     | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     550000 | PA      | $563564.14     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     410000 | PA      | $409082.71     | 0.00%             | 2034-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     425000 | PA      | $422606.79     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 33767QAC0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     350000 | PA      | $348548.53     | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $997835.31     | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2811196.67    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2236000 | PA      | $1691763.91    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1149866.54    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $979673.44     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1053019.84    | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     620000 | PA      | $627879.15     | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1054624.81    | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1671027.39    | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     710000 | PA      | $718706.78     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     860000 | PA      | $854440.21     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     825000 | PA      | $817826.08     | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1275161.95    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     550000 | PA      | $538582.11     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     755000 | PA      | $736345.42     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1479023.33    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     830000 | PA      | $712783.69     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp.                                                                                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     677000 | PA      | $628438.59     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $706308.93     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     450000 | PA      | $405759.65     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                                              | FIVE Mortgage Trust, Series 2023-V1, Class A3                                                                                 | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $304874.26     | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                                                   | Five Corners Funding Trust III                                                                                                | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1296544.01    | 0.00%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                    | Five Corners Funding Trust II                                                                                                 | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2287558.09    | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $184557.62     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | Five Corners Funding Trust IV                                                                                                 | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $714361.37     | 0.00%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                | Flash Compute LLC                                                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1101670.50    | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     416000 | PA      | $417550.65     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     753000 | PA      | $753072.68     | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     520000 | PA      | $531181.94     | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     805000 | PA      | $809200.42     | 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        |     340000 | PA      | $337132.28     | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                                                  | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     977000 | PA      | $895181.93     | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                                                  | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     675000 | PA      | $568946.11     | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FLNG Liquefaction 2 LLC                                                          | FLNG Liquefaction 2 LLC                                                                                                       | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |     530352 | PA      | $497895.76     | 0.00%             | 2038-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     735000 | PA      | $677065.93     | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     915000 | PA      | $804842.80     | 0.00%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     370000 | PA      | $380539.05     | 0.00%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     435000 | PA      | $455275.25     | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     608000 | PA      | $606114.30     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     355000 | PA      | $372534.66     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     569000 | PA      | $608048.01     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     719000 | PA      | $763732.08     | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     318000 | PA      | $328093.88     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296878.73     | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     689000 | PA      | $586965.45     | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     710000 | PA      | $597337.50     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     680000 | PA      | $545442.07     | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     468000 | PA      | $380821.52     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     852000 | PA      | $636259.33     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $890488.21     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     658000 | PA      | $524221.87     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     650000 | PA      | $503614.03     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     934000 | PA      | $624638.18     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $769665.91     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1312515.73    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     801000 | PA      | $813929.76     | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     690000 | PA      | $703899.59     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     795000 | PA      | $743509.08     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     625000 | PA      | $627679.35     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     510000 | PA      | $514228.60     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     790000 | PA      | $791419.27     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     710000 | PA      | $727605.12     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1135631.99    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     860000 | PA      | $838814.27     | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     185000 | PA      | $186084.81     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     930000 | PA      | $919827.00     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     395000 | PA      | $389965.01     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     750000 | PA      | $729861.21     | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     965000 | PA      | $921502.81     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     678000 | PA      | $735299.30     | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     906000 | PA      | $989903.18     | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     480000 | PA      | $487624.76     | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     450000 | PA      | $360338.94     | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2020A                                                                     | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     750000 | PA      | $729298.78     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2020A                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     925000 | PA      | $847447.48     | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2024A                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     750000 | PA      | $781994.53     | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                      | Fluor Corp.                                                                                                                   | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     584000 | PA      | $578378.63     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     844000 | PA      | $723848.35     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     625000 | PA      | $601893.96     | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     240000 | PA      | $201499.06     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                                               | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     825000 | PA      | $779887.49     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                                               | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     710000 | PA      | $627744.40     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                          | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     555000 | PA      | $563390.52     | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC                                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1029360.54    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |      60000 | PA      | $51909.18      | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    1276000 | PA      | $930999.53     | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | Fondo MIVIVIENDA SA                                                                                                           | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $403472.28     | 0.00%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | Foothill-Eastern Transportation Corridor Agency, Series 2019A                                                                 | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     350000 | PA      | $283299.81     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | Ford Credit Floorplan Master Owner Trust A, Series 2025-2, Class A1                                                           | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $746192.64     | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | Ford Credit Floorplan Master Owner Trust A, Series 2025-1, Class A1                                                           | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1559704.88    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                            | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     795000 | PA      | $467656.44     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                            | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     685000 | PA      | $379513.36     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2024-D, Class B                                                                          | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2019160.01    | 0.01%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     467000 | PA      | $480710.00     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     580000 | PA      | $600711.95     | 0.00%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1252877.69    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2121000 | PA      | $1633169.20    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1121596.62    | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     435000 | PA      | $495809.17     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2395224.80    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1736595.97    | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1005785.10    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1525566.00    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     980000 | PA      | $943219.50     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     950000 | PA      | $865789.42     | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1009572.07    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     975000 | PA      | $975251.24     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1283348.39    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1328791.79    | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1370918.44    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     880000 | PA      | $930673.45     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     910000 | PA      | $943953.01     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1310054.70    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     960000 | PA      | $976257.30     | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1205048.62    | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1607650.48    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     825000 | PA      | $831727.32     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     755000 | PA      | $752740.33     | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1070232.18    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1274130.48    | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1071439.85    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     975000 | PA      | $988426.94     | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     420000 | PA      | $434647.75     | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604464.41     | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $974660.01     | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     580000 | PA      | $575207.92     | 0.00%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     680000 | PA      | $674228.88     | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694041.23     | 0.00%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     580000 | PA      | $569795.63     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1597000 | PA      | $1587111.12    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     460000 | PA      | $456254.76     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     595000 | PA      | $597636.55     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                   | Fortinet, Inc.                                                                                                                | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     697000 | PA      | $620272.49     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                                    | Fortive Corp.                                                                                                                 | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     687000 | PA      | $556926.47     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     912000 | PA      | $911514.01     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     507000 | PA      | $532087.92     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     725000 | PA      | $748937.11     | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     880000 | PA      | $909841.46     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     540000 | PA      | $537856.62     | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     875000 | PA      | $835451.78     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     490000 | PA      | $462774.43     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     535000 | PA      | $421342.56     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     417000 | PA      | $433585.84     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Fortrea Holdings, Inc.                                                           | Fortrea Holdings, Inc.                                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     502000 | PA      | $488571.24     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc.                                                                                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     860000 | PA      | $870634.47     | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                     | Fortitude Group Holdings LLC                                                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     650000 | PA      | $665683.48     | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                         | Fortitude Global Funding                                                                                                      | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |     460000 | PA      | $455534.29     | 0.00%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1310310.32    | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     535000 | PA      | $554795.82     | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     860000 | PA      | $905246.41     | 0.00%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1506234.94    | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     625000 | PA      | $666672.36     | 0.00%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1514528.35    | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1119931.61    | 0.00%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1259206.71    | 0.00%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1460377.29    | 0.00%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     795000 | PA      | $845007.52     | 0.00%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2506816.13    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1292115.92    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1553326.23    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1229081.82    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1277650.60    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2231000 | PA      | $2626379.54    | 0.01%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     555000 | PA      | $533971.72     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System, Inc.                          | Franciscan Missionaries of Our Lady Health System, Inc., Series B                                                             | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     488000 | PA      | $366638.91     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp.                                                       | Franklin BSP Capital Corp.                                                                                                    | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60925.90      | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp.                                                       | Franklin BSP Capital Corp.                                                                                                    | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     225000 | PA      | $217129.36     | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                         | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1265990.75    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                         | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     653000 | PA      | $404030.55     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fred Hutchinson Cancer Center                                                    | Fred Hutchinson Cancer Center, Series 2022                                                                                    | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |     284000 | PA      | $254648.11     | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     555000 | PA      | $555091.26     | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     545000 | PA      | $591334.50     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1139507.14    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     715000 | PA      | $740634.63     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     635000 | PA      | $643364.50     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390140.57     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     700000 | PA      | $675029.63     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1772192.24    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     790000 | PA      | $804014.01     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     525000 | PA      | $524580.18     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     825000 | PA      | $832425.28     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     870000 | PA      | $865273.55     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     925000 | PA      | $909240.64     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     806000 | PA      | $801889.52     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     650000 | PA      | $647726.82     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     498000 | PA      | $481813.69     | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | 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        |     975000 | PA      | $866953.97     | 0.00%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  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        |     750000 | PA      | $670399.23     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco SARL                                                           | Froneri Lux Finco SARL                                                                                                        | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     280000 | PA      | $277019.55     | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1356000 | PA      | $1356000.00    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1010000.00    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $749093.40     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     960000 | PA      | $965501.14     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $993050.58     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                         | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     470000 | PA      | $445840.39     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| HB Fuller Co.                                                                    | HB Fuller Co.                                                                                                                 | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316678.07     | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                            | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |     800784 | PA      | $676869.35     | 0.00%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                            | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |     478782 | PA      | $231778.07     | 0.00%             | 2029-11-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     645000 | PA      | $603210.67     | 0.00%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     930000 | PA      | $811004.20     | 0.00%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     660000 | PA      | $668379.86     | 0.00%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     450000 | PA      | $447659.96     | 0.00%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177662.63     | 0.00%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301620.17     | 0.00%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649515.43     | 0.00%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     450000 | PA      | $447745.93     | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     450000 | PA      | $437096.99     | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     400000 | PA      | $366643.33     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     140000 | PA      | $137540.86     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     384000 | PA      | $384352.66     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     305000 | PA      | $305968.01     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     505000 | PA      | $493418.37     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     306000 | PA      | $267264.07     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     655000 | PA      | $409910.32     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     420000 | PA      | $388158.20     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     565000 | PA      | $558313.44     | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     515000 | PA      | $521862.39     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     740000 | PA      | $781580.74     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     295000 | PA      | $324967.66     | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     920000 | PA      | $919615.25     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     540000 | PA      | $546428.41     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer, Inc.                                                               | GB AIT Buyer, Inc.                                                                                                            | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $95510.35      | 0.00%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     675000 | PA      | $702181.52     | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     651000 | PA      | $698719.55     | 0.00%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co. Unlimited Co.                               | GE Capital International Funding Co. Unlimited Co.                                                                            | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     865000 | PA      | $827746.23     | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE Capital Funding LLC                                                                                                        | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     880000 | PA      | $875822.11     | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                                                                       | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     659000 | PA      | $644682.98     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     790000 | PA      | $771404.20     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $741840.96     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     795000 | PA      | $785675.95     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     625000 | PA      | $610355.93     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    1045000 | PA      | $1083263.19    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     625000 | PA      | $650871.13     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     715000 | PA      | $721558.10     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     565000 | PA      | $579452.43     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     480000 | PA      | $483827.87     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36178D2T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5917 | PA      | $5418.30       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5882702 | PA      | $5518107.63    | 0.02%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     353140 | PA      | $331253.08     | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     837146 | PA      | $785261.47     | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     382849 | PA      | $359120.67     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     291580 | PA      | $273508.36     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     440932 | PA      | $404220.73     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179NTC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15541 | PA      | $14247.43      | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179NVM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18036 | PA      | $16535.08      | 0.00%             | 2043-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     431882 | PA      | $402368.76     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     776786 | PA      | $702303.52     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88676 | PA      | $82616.10      | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4447922 | PA      | $4012965.38    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     749511 | PA      | $692144.85     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     183280 | PA      | $174999.62     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     478545 | PA      | $431748.53     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     308667 | PA      | $285042.21     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     336836 | PA      | $311429.15     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41894 | PA      | $36457.21      | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     697270 | PA      | $630412.13     | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1367952 | PA      | $1264769.20    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      55770 | PA      | $50422.37      | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     214874 | PA      | $198666.26     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     692089 | PA      | $625727.49     | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4861698 | PA      | $4494987.94    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85922 | PA      | $82040.37      | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40057 | PA      | $37035.16      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3719 | PA      | $3551.01       | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     162334 | PA      | $146768.12     | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17484 | PA      | $15807.37      | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     330937 | PA      | $305974.72     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37297 | PA      | $36874.54      | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34012 | PA      | $30750.77      | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     323066 | PA      | $298697.82     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14634 | PA      | $13973.28      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6377 | PA      | $5883.04       | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     639281 | PA      | $609464.41     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19401 | PA      | $19118.49      | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7991290 | PA      | $7372105.84    | 0.02%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     427745 | PA      | $385916.35     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     486354 | PA      | $438794.45     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1317009 | PA      | $1218582.22    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     715044 | PA      | $645120.71     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16371 | PA      | $15616.53      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9348 | PA      | $9484.86       | 0.00%             | 2046-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1153893 | PA      | $1041055.17    | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35033 | PA      | $34666.17      | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     875552 | PA      | $789933.07     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4150 | PA      | $3958.39       | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5532 | PA      | $5482.65       | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31562 | PA      | $31231.09      | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     306762 | PA      | $276763.90     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39341 | PA      | $36329.48      | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42812 | PA      | $40839.03      | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14686 | PA      | $14532.66      | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     534834 | PA      | $465544.62     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     939605 | PA      | $847722.34     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     453271 | PA      | $418578.36     | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     189763 | PA      | $165178.52     | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     125074 | PA      | $115501.01     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     433293 | PA      | $390922.00     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     572474 | PA      | $528658.31     | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16726 | PA      | $16527.41      | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100389 | PA      | $90572.10      | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     776908 | PA      | $716711.01     | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317169 | PA      | $311090.29     | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     470275 | PA      | $432994.55     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     821805 | PA      | $781599.15     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     259039 | PA      | $254074.56     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     312957 | PA      | $282222.63     | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143287 | PA      | $132185.20     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43709 | PA      | $43072.54      | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27332 | PA      | $24621.32      | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1486376 | PA      | $1417049.55    | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2067230 | PA      | $2037108.98    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65021 | PA      | $61988.03      | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     338655 | PA      | $312415.52     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7643439 | PA      | $7059373.74    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1010862 | PA      | $910601.14     | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6177140 | PA      | $5698520.21    | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20574 | PA      | $20207.40      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     611581 | PA      | $550922.29     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     667061 | PA      | $615375.53     | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     518814 | PA      | $494615.49     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30359 | PA      | $28006.82      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     162756 | PA      | $150145.32     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     213932 | PA      | $192713.36     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2102511 | PA      | $1939603.43    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     857840 | PA      | $817828.87     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66163 | PA      | $67113.24      | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     298555 | PA      | $284070.31     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     306289 | PA      | $300826.11     | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     198050 | PA      | $200894.69     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13389 | PA      | $13804.22      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     721773 | PA      | $665848.10     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     836822 | PA      | $796223.43     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87509 | PA      | $88227.89      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     301362 | PA      | $295585.89     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2486519 | PA      | $2284358.23    | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75189 | PA      | $69363.60      | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     343819 | PA      | $327138.38     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21436 | PA      | $20396.49      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103875 | PA      | $104671.19     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     250751 | PA      | $245944.68     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     146927 | PA      | $148251.30     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219257 | PA      | $202268.13     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2390872 | PA      | $2274877.35    | 0.01%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10077906 | PA      | $9884752.31    | 0.03%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     291978 | PA      | $294610.60     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4112293 | PA      | $3912782.82    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6723419 | PA      | $6190428.86    | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3367552 | PA      | $3204173.23    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     905360 | PA      | $888008.17     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25669 | PA      | $25900.17      | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37062 | PA      | $37346.42      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     612183 | PA      | $600449.76     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     936446 | PA      | $943624.74     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1708966 | PA      | $1532613.44    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317075 | PA      | $310998.00     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103405 | PA      | $101423.54     | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     177943 | PA      | $159349.11     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4003230 | PA      | $3677757.17    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11357612 | PA      | $9358423.84    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8642175 | PA      | $7410869.81    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   91921152 | PA      | $75744713.23   | 0.21%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30449286 | PA      | $26092698.60   | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1402029 | PA      | $1252174.70    | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5449933 | PA      | $5006838.93    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9836494 | PA      | $8781561.20    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     410821 | PA      | $377420.57     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12761528 | PA      | $12118667.58   | 0.03%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1979150 | PA      | $1769128.67    | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3534383 | PA      | $3362910.84    | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     713242 | PA      | $655253.48     | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     975085 | PA      | $895807.64     | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12402775 | PA      | $10639035.06   | 0.03%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     706373 | PA      | $583029.37     | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2392723 | PA      | $2138477.60    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15569194 | PA      | $12849360.83   | 0.04%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1743328 | PA      | $1556475.98    | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1384444 | PA      | $1271055.06    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15156264 | PA      | $12507394.01   | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8047738 | PA      | $6640606.49    | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4799588 | PA      | $3960018.24    | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18040817 | PA      | $14883622.84   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8222797 | PA      | $6775544.46    | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14689562 | PA      | $12588030.94   | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3359297 | PA      | $2878706.10    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14757709 | PA      | $13140644.55   | 0.04%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10790417 | PA      | $9856033.26    | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     356685 | PA      | $347154.83     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4730154 | PA      | $3897623.61    | 0.01%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13329514 | PA      | $11868942.71   | 0.03%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16937009 | PA      | $14513715.22   | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91704 | PA      | $81744.04      | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8807760 | PA      | $7547573.65    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48795403 | PA      | $41813911.05   | 0.11%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21539761 | PA      | $19197058.78   | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3331597 | PA      | $2854922.41    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6414239 | PA      | $5716119.27    | 0.02%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4511066 | PA      | $3536173.68    | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33978189 | PA      | $27998650.47   | 0.08%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32398683 | PA      | $28869935.40   | 0.08%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32012207 | PA      | $27432001.85   | 0.08%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15849123 | PA      | $14121668.47   | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3584328 | PA      | $2953551.88    | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40653630 | PA      | $33499335.38   | 0.09%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29507612 | PA      | $25285756.06   | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9405478 | PA      | $8379613.06    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19713203 | PA      | $16244040.10   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15153077 | PA      | $13864822.93   | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14274411 | PA      | $11762044.50   | 0.03%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10868046 | PA      | $9313080.45    | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18621537 | PA      | $16587587.51   | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6506226 | PA      | $5953092.37    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34655776 | PA      | $29697820.85   | 0.08%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2451682 | PA      | $2183041.13    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10283832 | PA      | $10266115.34   | 0.03%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2715721 | PA      | $2760334.01    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1850571 | PA      | $1940628.91    | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8594947 | PA      | $8343504.06    | 0.02%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7887534 | PA      | $8015092.52    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1074686 | PA      | $920938.14     | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5689424 | PA      | $5066009.78    | 0.01%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1643900 | PA      | $1550213.36    | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3683772 | PA      | $3584206.68    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1001588 | PA      | $999474.12     | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2734432 | PA      | $2343235.95    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1591157 | PA      | $1453372.92    | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6299266 | PA      | $5940267.40    | 0.02%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21365899 | PA      | $20814577.76   | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7798696 | PA      | $6682992.19    | 0.02%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3135378 | PA      | $2791820.92    | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     878593 | PA      | $802376.48     | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24277102 | PA      | $22893537.49   | 0.06%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4442553 | PA      | $4321107.91    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4107208 | PA      | $4102435.31    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2867667 | PA      | $2618458.10    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11889543 | PA      | $11211951.70   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4867047 | PA      | $4865245.83    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8711108 | PA      | $8214657.48    | 0.02%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11229615 | PA      | $11213626.05   | 0.03%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12770912 | PA      | $12984112.55   | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11570665 | PA      | $10566928.04   | 0.03%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11898203 | PA      | $11879704.73   | 0.03%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5482931 | PA      | $5573741.69    | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5392819 | PA      | $5482136.80    | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     913302 | PA      | $941527.86     | 0.00%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2217905 | PA      | $2091505.54    | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5536581 | PA      | $5622423.29    | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2199152 | PA      | $2308562.17    | 0.01%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12919020 | PA      | $12559874.19   | 0.03%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5165343 | PA      | $5155469.65    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17227554 | PA      | $17511801.53   | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11365901 | PA      | $11627921.02   | 0.03%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22607552 | PA      | $23616099.40   | 0.06%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4203474 | PA      | $4257758.70    | 0.01%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24015542 | PA      | $24569176.30   | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15723890 | PA      | $14436069.78   | 0.04%             | 2053-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11331562 | PA      | $11305502.58   | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3064508 | PA      | $3110473.44    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35642864 | PA      | $36168483.10   | 0.10%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3046567 | PA      | $3119560.62    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6024435 | PA      | $6008622.40    | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4695558 | PA      | $4808059.92    | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7423502 | PA      | $7395111.43    | 0.02%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12161348 | PA      | $11760390.04   | 0.03%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8992154 | PA      | $9099768.87    | 0.02%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13105263 | PA      | $13042724.41   | 0.04%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4280131 | PA      | $4378802.07    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10521216 | PA      | $10990578.49   | 0.03%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118385 | PA      | $109442.46     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     227900 | PA      | $210685.57     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     193887 | PA      | $178843.42     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     619032 | PA      | $550995.87     | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121070 | PA      | $115019.29     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93193 | PA      | $88536.99      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28912 | PA      | $28091.97      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1570556 | PA      | $1341041.04    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1663622 | PA      | $1420507.07    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     524012 | PA      | $447434.98     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     548523 | PA      | $468363.92     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1102693 | PA      | $941549.71     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1981528 | PA      | $1969166.24    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     797344 | PA      | $805638.02     | 0.00%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6783958 | PA      | $6940350.20    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9891450 | PA      | $9554604.66    | 0.03%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15317174 | PA      | $15230923.41   | 0.04%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12811202 | PA      | $12943255.16   | 0.04%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45672 | PA      | $42546.22      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     913000 | PA      | $925021.22     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     862000 | PA      | $868011.17     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     735000 | PA      | $705912.63     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     900000 | PA      | $851678.27     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     620000 | PA      | $554853.78     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     260000 | PA      | $275499.63     | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $481605.92     | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $476675.78     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354477.24     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     490000 | PA      | $479858.48     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $353160.61     | 0.00%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     160651 | PA      | $147406.49     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2499661.27    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N54A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10758008 | PA      | $11219742.29   | 0.03%             | 2055-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N56J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31163566 | PA      | $31438288.83   | 0.09%             | 2056-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N56K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     700358 | PA      | $716380.42     | 0.00%             | 2056-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2805215 | PA      | $2711429.35    | 0.01%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34336050 | PA      | $34120832.18   | 0.09%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13070893 | PA      | $13204381.35   | 0.04%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21156416 | PA      | $21024973.51   | 0.06%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2170428 | PA      | $2192387.45    | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2203428 | PA      | $2220526.22    | 0.01%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12867018 | PA      | $13121415.16   | 0.04%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5844255 | PA      | $5894012.65    | 0.02%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N6BE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6364895 | PA      | $6317308.71    | 0.02%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N6BF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8539636 | PA      | $8615698.46    | 0.02%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N6BG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4936483 | PA      | $5051929.49    | 0.01%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127156 | PA      | $117289.85     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1375636 | PA      | $1364121.65    | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3620AQMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7822 | PA      | $7755.40       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200617 | PA      | $183411.19     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     369897 | PA      | $335467.49     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     412874 | PA      | $381244.68     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     284805 | PA      | $262058.17     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     389611 | PA      | $358447.70     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     783789 | PA      | $722974.84     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     336786 | PA      | $315771.70     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     572051 | PA      | $517199.82     | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     257514 | PA      | $245879.10     | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     547078 | PA      | $491290.90     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31527 | PA      | $30082.54      | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     115318 | PA      | $112049.51     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     739934 | PA      | $667920.82     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99392 | PA      | $94396.33      | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     128054 | PA      | $121851.41     | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4406082 | PA      | $4500405.59    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7038993 | PA      | $6244344.93    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12091094 | PA      | $10736753.68   | 0.03%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACY46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5893572 | PA      | $5780615.86    | 0.02%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                             | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $345920.51     | 0.00%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: —       |
| Gabon Blue Bond Master Trust                                                     | Gabon Blue Bond Master Trust                                                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $497021.76     | 0.00%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2018-GS10, Class AS                                                                      | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $981657.34     | 0.00%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2025-2, Class A3                                                   | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $400804.53     | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2020-GC47, Class A4                                                                      | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $929774.96     | 0.00%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                                                                      | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2759079.40    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GPS Hospitality Holding Co. LLC                                                  | GPS Hospitality Holding Co. LLC                                                                                               | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     391000 | PA      | $188620.19     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     585000 | PA      | $522275.83     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     660000 | PA      | $685014.99     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     565000 | PA      | $596300.32     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1371220.67    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1647317.78    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     805000 | PA      | $615128.07     | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1300410.44    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     570000 | PA      | $571462.67     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     890000 | PA      | $902210.63     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     620000 | PA      | $615600.38     | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     620000 | PA      | $604571.67     | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                    | Clue Opco LLC                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $778516.30     | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $1947462.86    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1093640.84    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1555785.61    | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1219104.32    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class B                                                    | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1155000 | PA      | $1167947.58    | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                                              | GFL Environmental Holdings US, Inc.                                                                                           | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     965000 | PA      | $949691.02     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                 | Gabx Leasing LLC                                                                                                              | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     225000 | PA      | $222203.61     | 0.00%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                 | Gabx Leasing LLC                                                                                                              | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     375000 | PA      | $370541.20     | 0.00%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A4                                                   | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $504150.67     | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1013669.41    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     840000 | PA      | $792785.22     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     860000 | PA      | $786252.51     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $509712.70     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     605000 | PA      | $615198.95     | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     605000 | PA      | $618836.88     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     905000 | PA      | $933551.12     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $214546.70     | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                         | Neogen Food Safety Corp.                                                                                                      | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $433511.02     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                                    | Garrett Motion Holdings, Inc.                                                                                                 | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |     855000 | PA      | $892188.81     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $1092429.29    | 0.00%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     885000 | PA      | $811602.31     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     714000 | PA      | $672409.31     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     185000 | PA      | $179983.36     | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     140000 | PA      | $132011.94     | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                      | Gates Corp.                                                                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     515000 | PA      | $529680.36     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                 | GE Vernova, Inc.                                                                                                              | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     395000 | PA      | $391348.58     | 0.00%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                 | GE Vernova, Inc.                                                                                                              | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     655000 | PA      | $647506.92     | 0.00%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                 | GE Vernova, Inc.                                                                                                              | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     345000 | PA      | $330491.79     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    1000000 | PA      | $891782.34     | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $188290.83     | 0.00%             | 2032-03-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Gee Automotive Holdings LLC                                                      | Gee Automotive Holdings LLC                                                                                                   | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $354660.07     | 0.00%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     425000 | PA      | $338027.18     | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     445000 | PA      | $435375.43     | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1648738.14    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     770000 | PA      | $690724.72     | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     930000 | PA      | $776737.38     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1230286.92    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1487791.78    | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     600000 | PA      | $540319.05     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     860000 | PA      | $639952.24     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     515000 | PA      | $517918.19     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     595000 | PA      | $526629.08     | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     580000 | PA      | $485834.26     | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     650000 | PA      | $648791.71     | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     920000 | PA      | $918246.00     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     930000 | PA      | $989016.53     | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     585000 | PA      | $673741.80     | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1494029.28    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     465000 | PA      | $451088.67     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     646000 | PA      | $517040.74     | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1623000 | PA      | $1614478.15    | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     455000 | PA      | $377929.68     | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     883000 | PA      | $825194.70     | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     903000 | PA      | $552010.48     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     805000 | PA      | $707530.47     | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     601000 | PA      | $595147.31     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     725000 | PA      | $741799.12     | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     755000 | PA      | $760614.21     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     570000 | PA      | $567140.20     | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     479000 | PA      | $532581.37     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1137323.53    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     828000 | PA      | $800179.90     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1310079.69    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1330545.63    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     784000 | PA      | $815255.73     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     899000 | PA      | $895262.76     | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1127108.78    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $902189.29     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1105538.04    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1005812.14    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1185863.22    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1001945.63    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1190372.02    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     555000 | PA      | $571232.40     | 0.00%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     280000 | PA      | $293033.67     | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     255000 | PA      | $258520.04     | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1185093.68    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     543000 | PA      | $555611.05     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1112764.61    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     965000 | PA      | $943480.73     | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1015803.29    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1304576.64    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1417574.76    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1359015.08    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     885000 | PA      | $799554.28     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1401372.68    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1448479.58    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1011696.97    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1180493.51    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1078842.30    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1151976.11    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1131760.80    | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1497745.45    | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $1033635.34    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1385359.02    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1327189.35    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1308709.95    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     595000 | PA      | $600903.13     | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     780000 | PA      | $801854.66     | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     825000 | PA      | $830225.84     | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     935000 | PA      | $935645.52     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     755000 | PA      | $769965.96     | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     775000 | PA      | $794792.99     | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1508219.73    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     445000 | PA      | $456451.05     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     450000 | PA      | $452812.47     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     630000 | PA      | $645341.50     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     755000 | PA      | $786107.01     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     795000 | PA      | $788391.68     | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     475000 | PA      | $469365.46     | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188639.40     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     525000 | PA      | $526332.03     | 0.00%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                          | Genesee & Wyoming, Inc.                                                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     725000 | PA      | $741924.81     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     495000 | PA      | $518669.89     | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     700000 | PA      | $726755.30     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     770000 | PA      | $806157.83     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     600000 | PA      | $630983.31     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $756312.48     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL                                                          | Genpact Luxembourg SARL                                                                                                       | CUSIP: 37190AAB5<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |     450000 | PA      | $462471.56     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S                                                                                                                    | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    1465000 | PA      | $1502308.58    | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S                                                                                                                    | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    1060000 | PA      | $1105050.00    | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     957000 | PA      | $830012.80     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     610000 | PA      | $531123.06     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     540000 | PA      | $584177.88     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     785000 | PA      | $813380.40     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1188348.50    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Genworth Holdings, Inc.                                                          | Genworth Holdings, Inc.                                                                                                       | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |     307000 | PA      | $309054.65     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The), Series 2014                                                                               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     325000 | PA      | $270039.32     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The)                                                                                            | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     355000 | PA      | $322210.84     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The), Series 2018                                                                               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     692000 | PA      | $552422.07     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                                             | Genting New York LLC                                                                                                          | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $712017.81     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genpact UK Finco plc                                                             | Genpact UK Finco plc                                                                                                          | CUSIP: 37256EAA0<br>LEI: 213800YBG5J436VDT809 | Long             | DBT              | CORP              | GB        |     280000 | PA      | $274330.29     | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series A                                                                                         | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     260000 | PA      | $223628.77     | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series B                                                                                         | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     240000 | PA      | $196454.16     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series 20A                                                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     217000 | PA      | $138624.70     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     723000 | PA      | $802628.83     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     490000 | PA      | $583680.91     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1053218.22    | 0.00%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     697000 | PA      | $683335.71     | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     660000 | PA      | $660415.29     | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     430000 | PA      | $435699.68     | 0.00%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series 10-C                                                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     640000 | PA      | $598622.76     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1023417.59    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     625000 | PA      | $528175.63     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     875000 | PA      | $828743.43     | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     508000 | PA      | $370347.31     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series A                                                                                                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     793000 | PA      | $531652.16     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     553000 | PA      | $554757.14     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     758000 | PA      | $691258.97     | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     930000 | PA      | $936756.09     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1113092.79    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     980000 | PA      | $998547.02     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     695000 | PA      | $697287.91     | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1220216.71    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     770000 | PA      | $780496.25     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     615000 | PA      | $611226.32     | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     690000 | PA      | $660340.09     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade, Inc.                                                               | Gerdau Trade, Inc.                                                                                                            | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     650000 | PA      | $665267.87     | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     505000 | PA      | $449432.35     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     300000 | PA      | $278896.42     | 0.00%             | 2028-03-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     615000 | PA      | $545003.25     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| J Paul Getty Trust (The)                                                         | J Paul Getty Trust (The)                                                                                                      | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |     475000 | PA      | $477845.72     | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                            | Wrangler Holdco Corp.                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $546383.67     | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1388090.49    | 0.00%             | 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        |    1701000 | PA      | $1529983.61    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1613000 | PA      | $1387668.68    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $1848178.54    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1072680.09    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     945000 | PA      | $869294.39     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1607000 | PA      | $1293638.72    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $847471.64     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1019979.71    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     930000 | PA      | $893339.65     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1232566.88    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1023380.94    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     805000 | PA      | $777293.50     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     750000 | PA      | $762436.80     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1405742.92    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1018186.56    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     745000 | PA      | $714502.45     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                          | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $841317.99     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                          | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $586916.30     | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                 | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     520000 | PA      | $475887.77     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     728000 | PA      | $754541.35     | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $2537083.96    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     449000 | PA      | $386204.39     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    2128000 | PA      | $2116059.10    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     505000 | PA      | $507940.44     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     775000 | PA      | $771544.41     | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                                                      | GlaxoSmithKline Capital plc                                                                                                   | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    1415000 | PA      | $1378382.87    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     775000 | PA      | $768932.73     | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1579927.42    | 0.00%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $939510.30     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     566000 | PA      | $411613.01     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     615000 | PA      | $560188.55     | 0.00%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     885000 | PA      | $791533.95     | 0.00%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     685000 | PA      | $452444.20     | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1092000 | PA      | $1108656.14    | 0.00%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     520000 | PA      | $537115.75     | 0.00%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     695000 | PA      | $718195.09     | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     530000 | PA      | $562048.41     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     650000 | PA      | $705061.29     | 0.00%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     480000 | PA      | $485015.64     | 0.00%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     680000 | PA      | $693489.20     | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1186839.79    | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     545000 | PA      | $535169.22     | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226482.78     | 0.00%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     825000 | PA      | $837689.24     | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $769440.35     | 0.00%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     615000 | PA      | $622616.92     | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $425470.84     | 0.00%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     405000 | PA      | $406901.17     | 0.00%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     435000 | PA      | $438089.82     | 0.00%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                           | Global Net Lease, Inc.                                                                                                        | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     495000 | PA      | $483249.40     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Global Marine, Inc.                                                              | Global Marine, Inc.                                                                                                           | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $277394.72     | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1451439.48    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     961000 | PA      | $685018.26     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1016745.93    | 0.00%             | 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        |     980000 | PA      | $862075.27     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     630000 | PA      | $633768.05     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     545000 | PA      | $546602.98     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     360000 | PA      | $357693.94     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     725000 | PA      | $671242.43     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1383959.94    | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     965000 | PA      | $947142.74     | 0.00%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     685000 | PA      | $669303.52     | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1779258.89    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     375000 | PA      | $373550.73     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390782.50     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403532.22     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     485000 | PA      | $508240.68     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     225000 | PA      | $230513.72     | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     775000 | PA      | $695054.50     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     390000 | PA      | $386953.35     | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     650000 | PA      | $671810.03     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     965000 | PA      | $935981.93     | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $943206.39     | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |        900 | PA      | $877.23        | 0.00%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     694000 | PA      | $760531.41     | 0.00%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     810000 | PA      | $767022.06     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     655000 | PA      | $656281.91     | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492894.22     | 0.00%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                    | Global Medical Response, Inc.                                                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     700000 | PA      | $730094.55     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                                 | Global Aircraft Leasing Co. Ltd.                                                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1092000 | PA      | $1108988.12    | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                            | Global Infrastructure Solutions, Inc.                                                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     395000 | PA      | $394441.93     | 0.00%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                            | Global Infrastructure Solutions, Inc.                                                                                         | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     320000 | PA      | $338051.94     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2025-3, Class A4                                                   | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500789.00     | 0.00%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3                                                   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1274141 | PA      | $1275888.32    | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |     790000 | PA      | $787298.49     | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |     802000 | PA      | $750000.15     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $886391.54     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     575000 | PA      | $543606.91     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     610000 | PA      | $546331.22     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     410000 | PA      | $346830.11     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $203999.89     | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $353093.95     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                       | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $73101.14      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A1                                                                      | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     385000 | PA      | $301401.64     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A1                                                                      | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     205000 | PA      | $147463.51     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A                                                                       | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $828138.20     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1946000 | PA      | $1729035.40    | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2357729.21    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1656439.18    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2950561.58    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $3615702.27    | 0.01%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2528022.70    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3149256.80    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1735231.42    | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3733026.94    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2913502.43    | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2112753.21    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3258851.09    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3217271.96    | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     925000 | PA      | $929230.74     | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3253093.76    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2633000 | PA      | $2831971.63    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2690911.56    | 0.01%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2663655.44    | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3373383.54    | 0.01%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2967970.32    | 0.01%             | 2030-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $3027296.81    | 0.01%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5515196.55    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2720936.79    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2103000 | PA      | $1826075.82    | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2603000 | PA      | $2580487.28    | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2390407.99    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4222000 | PA      | $4195166.40    | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1691184.23    | 0.00%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2848000 | PA      | $2654028.51    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3121000 | PA      | $3033265.33    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2707000 | PA      | $2381502.01    | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3627000 | PA      | $3264512.08    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $1867028.39    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3793000 | PA      | $3358326.65    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1431094.08    | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2536628.44    | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3833000 | PA      | $3470574.43    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1560988.19    | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2900596.61    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | Goldman Sachs Capital I                                                                                                       | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     574000 | PA      | $601325.06     | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     818000 | PA      | $871625.44     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7060000 | PA      | $7008532.87    | 0.02%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5999754.53    | 0.02%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4437590.68    | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6105000 | PA      | $5831776.37    | 0.02%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2864592.75    | 0.01%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC, Inc.                                                          | Goldman Sachs BDC, Inc.                                                                                                       | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245826.74     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs BDC, Inc.                                                          | Goldman Sachs BDC, Inc.                                                                                                       | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     240000 | PA      | $235233.42     | 0.00%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2288000 | PA      | $2072980.25    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2547000 | PA      | $2224229.03    | 0.01%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     315000 | PA      | $315446.81     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299799.11     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216991.79     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     275000 | PA      | $270447.65     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246977.56     | 0.00%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247885.63     | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     530000 | PA      | $545579.79     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     665000 | PA      | $666860.23     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     440000 | PA      | $436340.13     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177819.30     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     315000 | PA      | $312331.83     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     275000 | PA      | $265724.76     | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Seven LLC                                                     | Goodman US Finance Seven LLC                                                                                                  | CUSIP: 38239BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $739034.82     | 0.00%             | 2036-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six LLC                                                       | Goodman US Finance Six LLC                                                                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     805000 | PA      | $796699.66     | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                                                     | Goodman US Finance Three LLC                                                                                                  | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     715000 | PA      | $703442.39     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Four LLC                                                      | Goodman US Finance Four LLC                                                                                                   | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $36512.49      | 0.00%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Eight LLC                                                     | Goodman US Finance Eight LLC                                                                                                  | CUSIP: 38239MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $731314.27     | 0.00%             | 2046-04-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Five LLC                                                      | Goodman US Finance Five LLC                                                                                                   | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $606292.57     | 0.00%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248151.92     | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     684000 | PA      | $679522.19     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     585000 | PA      | $532465.25     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     485000 | PA      | $434972.63     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     885000 | PA      | $848400.45     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     640000 | PA      | $582102.48     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     410000 | PA      | $405682.60     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     437275 | PA      | $335445.10     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     332275 | PA      | $84086.30      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GrafTech Finance, Inc.                                                           | GrafTech Finance, Inc.                                                                                                        | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     475000 | PA      | $304775.94     | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GrafTech Global Enterprises, Inc.                                                | GrafTech Global Enterprises, Inc.                                                                                             | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $338090.67     | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                                              | Graham Holdings Co.                                                                                                           | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     460000 | PA      | $455406.82     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $910452.29     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     505000 | PA      | $389526.16     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     395000 | PA      | $323348.42     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     550000 | PA      | $538801.67     | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                       | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $381935.80     | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     480000 | PA      | $561958.19     | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                               | Grand Parkway Transportation Corp., Series 2020B                                                                              | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     855000 | PA      | $587253.53     | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     335000 | PA      | $332501.81     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     478000 | PA      | $462161.35     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     390000 | PA      | $369356.21     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     425000 | PA      | $396634.09     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     530000 | PA      | $529730.75     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $892423.93     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     855000 | PA      | $684351.95     | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1250448.96    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     825000 | PA      | $839061.31     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     780000 | PA      | $794784.28     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | Gray Oak Pipeline LLC                                                                                                         | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     456000 | PA      | $447464.48     | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                      | Great Canadian Gaming Corp.                                                                                                   | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     540000 | PA      | $526430.58     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great River Energy                                                               | Great River Energy                                                                                                            | CUSIP: 39121JAE0<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |     347450 | PA      | $364673.51     | 0.00%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Great River Energy                                                               | Great River Energy                                                                                                            | CUSIP: 39121JAG5<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |          0 | PA      | $0.07          | 0.00%             | 2038-07-01      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance Delaware LP                                            | Great-West Lifeco Finance Delaware LP                                                                                         | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |     744000 | PA      | $584481.73     | 0.00%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                | Great-West Lifeco Finance 2018 LP                                                                                             | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $455351.92     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                | Great-West Lifeco Finance 2018 LP                                                                                             | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $447549.89     | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                                | Greystar Real Estate Partners LLC                                                                                             | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     430000 | PA      | $448175.22     | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                                    | Griffon Corp.                                                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     973000 | PA      | $970764.30     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     810000 | PA      | $798630.27     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     755000 | PA      | $735032.74     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     550000 | PA      | $558487.08     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     650000 | PA      | $564823.99     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     595000 | PA      | $397631.00     | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     905000 | PA      | $690454.60     | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     695000 | PA      | $463652.13     | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     368000 | PA      | $307684.59     | 0.00%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     840000 | PA      | $671224.05     | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     491000 | PA      | $316628.62     | 0.00%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     505000 | PA      | $488716.44     | 0.00%             | 2027-07-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBA0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191258.72     | 0.00%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     548000 | PA      | $514485.66     | 0.00%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     455000 | PA      | $463126.48     | 0.00%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     465000 | PA      | $479613.16     | 0.00%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     565000 | PA      | $558888.49     | 0.00%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     650000 | PA      | $655207.26     | 0.00%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103680.08     | 0.00%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBM4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188735.59     | 0.00%             | 2028-09-05      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     305000 | PA      | $301966.15     | 0.00%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178630.55     | 0.00%             | 2030-12-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBQ5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398777.51     | 0.00%             | 2033-04-30      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co., Series A                                                                                           | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $997139.08     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                  | Gulfport Energy Operating Corp.                                                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     660000 | PA      | $677813.74     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                                | Gulfstream Natural Gas System LLC                                                                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $519252.48     | 0.00%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                           | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |     640000 | PA      | $602131.69     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                           | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $663880.63     | 0.00%             | 2033-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     495000 | PA      | $485472.31     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     630000 | PA      | $628930.96     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     540000 | PA      | $553060.63     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     590000 | PA      | $611552.51     | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348974.64     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     405000 | PA      | $416494.19     | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     275000 | PA      | $287340.19     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                                    | HB Fuller Co.                                                                                                                 | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     350000 | PA      | $342228.50     | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1288846.93    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1243414.68    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2020536.78    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $965201.66     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1620680.08    | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2519000 | PA      | $2395508.63    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $902412.97     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1068914.57    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     370000 | PA      | $358465.12     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1739673.52    | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1606390.03    | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1064319.32    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1210675.60    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     905000 | PA      | $859823.36     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     525000 | PA      | $439283.46     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1365271.00    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1285597.76    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1514443.70    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $675413.74     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     255000 | PA      | $257178.42     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     550000 | PA      | $560366.37     | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     925000 | PA      | $947622.42     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1445425.91    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1238342.87    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     510000 | PA      | $500920.81     | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     905000 | PA      | $884056.66     | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $986945.00     | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1002919.90    | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DJ5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995188.08     | 0.00%             | 2031-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DK2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992995.12     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991333.11     | 0.00%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1468092.16    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1321787.23    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     930000 | PA      | $891703.12     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     246000 | PA      | $266839.59     | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     256000 | PA      | $247359.11     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HBOS plc                                                                         | HBOS plc                                                                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $181284.17     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                        | HNI Corp.                                                                                                                     | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |     471000 | PA      | $464804.72     | 0.00%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1665000 | PA      | $1783441.64    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1045000 | PA      | $1100591.01    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1470000 | PA      | $1381590.13    | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2619000 | PA      | $2616948.19    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3038000 | PA      | $2974166.28    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2540000 | PA      | $2572156.58    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1369000 | PA      | $1267649.71    | 0.00%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1248000 | PA      | $1129126.44    | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2247000 | PA      | $2170887.71    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3045000 | PA      | $2754155.55    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2215000 | PA      | $2099947.99    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1953000 | PA      | $1755301.07    | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1845000 | PA      | $1801487.51    | 0.00%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2545000 | PA      | $2550258.77    | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2345000 | PA      | $2364222.44    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2385000 | PA      | $2425864.08    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     709000 | PA      | $751838.64     | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1278596.58    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     624000 | PA      | $674420.42     | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3015000 | PA      | $3136473.50    | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1970000 | PA      | $2261585.77    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2115000 | PA      | $2174551.43    | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2225000 | PA      | $2364191.64    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2800000 | PA      | $2959060.59    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1975000 | PA      | $2091643.41    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1905000 | PA      | $2114085.37    | 0.01%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1590000 | PA      | $1626506.60    | 0.00%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1437900.91    | 0.00%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1835000 | PA      | $1855630.26    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1540000 | PA      | $1595343.16    | 0.00%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1620000 | PA      | $1648002.41    | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1310517.32    | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2035833.37    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1608150.41    | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1525000 | PA      | $1543707.72    | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2450000 | PA      | $2469407.02    | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2029091.15    | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2230000 | PA      | $2300045.78    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1550000 | PA      | $1557756.67    | 0.00%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1683875.26    | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2455068.18    | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1390165.96    | 0.00%             | 2030-03-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1383525.16    | 0.00%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1445000 | PA      | $1424978.52    | 0.00%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                   | HSBC USA, Inc.                                                                                                                | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1167596.89    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     470000 | PA      | $489901.06     | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     440000 | PA      | $449721.04     | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     845000 | PA      | $945252.57     | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1204633.50    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     275000 | PA      | $261218.52     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1736844.60    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1130575.10    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     335000 | PA      | $319861.56     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1446264.38    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     910000 | PA      | $926198.00     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     745000 | PA      | $761777.37     | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     455000 | PA      | $477423.50     | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                                   | HTA Group Ltd.                                                                                                                | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $406159.23     | 0.00%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc.                                                                                              | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     255000 | PA      | $213565.59     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc.                                                                                              | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     563000 | PA      | $458464.76     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc., Series 2020                                                                                 | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     320000 | PA      | $226412.26     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc., Series 2020                                                                                 | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     567000 | PA      | $351302.68     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                        | HAH Group Holding Co. LLC                                                                                                     | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     660000 | PA      | $603879.05     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     678000 | PA      | $752083.23     | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     994000 | PA      | $1168881.25    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     550000 | PA      | $476959.30     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     759000 | PA      | $666686.78     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1149989.64    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2023993.65    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $997966.02     | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     720000 | PA      | $737079.08     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     250000 | PA      | $265460.55     | 0.00%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     600000 | PA      | $605933.36     | 0.00%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                                                           | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     670000 | PA      | $608391.13     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400290.55     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                               | Harbour Energy plc                                                                                                            | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $308149.52     | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                                            | Harley-Davidson, Inc.                                                                                                         | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     435000 | PA      | $343430.32     | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                 | Harley-Davidson Motorcycle Trust, Series 2025-A, Class A3                                                                     | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503307.36     | 0.00%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     345000 | PA      | $365413.32     | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     675000 | PA      | $662210.78     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     458000 | PA      | $422814.45     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     434000 | PA      | $434033.70     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Harrow, Inc.                                                                     | Harrow, Inc.                                                                                                                  | CUSIP: 415858AC3<br>LEI: 529900AP4LIRLNV8A089 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155029.06     | 0.00%             | 2030-09-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                     | Enviri Corp.                                                                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |     485000 | PA      | $484281.61     | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     227000 | PA      | $237655.61     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     450000 | PA      | $476416.39     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     357000 | PA      | $299096.98     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     675000 | PA      | $556852.82     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     700000 | PA      | $663372.88     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $869186.45     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     725000 | PA      | $449212.86     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp.                                                        | Hartford HealthCare Corp.                                                                                                     | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     540000 | PA      | $376499.92     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     794000 | PA      | $800213.25     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     525000 | PA      | $546311.26     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     647000 | PA      | $670587.34     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     290000 | PA      | $263105.44     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     539000 | PA      | $532928.35     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1240448.96    | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     645000 | PA      | $675118.42     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     255000 | PA      | $252958.11     | 0.00%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                               | HAT Holdings I LLC                                                                                                            | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     630000 | PA      | $582979.74     | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| State of Hawaii                                                                  | State of Hawaii, Series 2026GP                                                                                                | CUSIP: 419792S23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     465000 | PA      | $465073.58     | 0.00%             | 2031-04-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                                      | Hawaiian Electric Co., Inc.                                                                                                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205823.64     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     287000 | PA      | $314236.36     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp.                                                        | Health Care Service Corp.                                                                                                     | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     826000 | PA      | $749341.26     | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp.                                                        | Health Care Service Corp.                                                                                                     | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     885000 | PA      | $554408.68     | 0.00%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1007996.88    | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     860000 | PA      | $859077.37     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1025512.41    | 0.00%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     430000 | PA      | $426340.84     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     555000 | PA      | $522524.11     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $914064.54     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                               | HealthEquity, Inc.                                                                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     640000 | PA      | $621741.21     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                             | Heartland Dental LLC                                                                                                          | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |     147000 | PA      | $151132.45     | 0.00%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     340000 | PA      | $341206.76     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     275000 | PA      | $269742.42     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     540000 | PA      | $508773.95     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     760000 | PA      | $698685.10     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     930000 | PA      | $877272.52     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     735000 | PA      | $741756.42     | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                                   | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     695000 | PA      | $707540.35     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     560000 | PA      | $569755.55     | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     565000 | PA      | $464523.59     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    1480000 | PA      | $1460164.78    | 0.00%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     850000 | PA      | $697799.44     | 0.00%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     535000 | PA      | $578922.48     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1123269.36    | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                               | Helix Energy Solutions Group, Inc.                                                                                            | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |     325000 | PA      | $341646.85     | 0.00%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     715000 | PA      | $642320.80     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     660000 | PA      | $661130.47     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     345000 | PA      | $345016.29     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     380000 | PA      | $375553.89     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     845000 | PA      | $865898.87     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1295709.97    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1052192.97    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     535000 | PA      | $536002.97     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     710000 | PA      | $703712.69     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Hercules Capital, Inc.                                                           | Hercules Capital, Inc.                                                                                                        | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248669.09     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Hercules Capital, Inc.                                                           | Hercules Capital, Inc.                                                                                                        | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64105.85      | 0.00%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                               | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $321859.48     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     300000 | PA      | $217639.06     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     435000 | PA      | $290428.77     | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     934000 | PA      | $878444.54     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     675000 | PA      | $606815.82     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     450000 | PA      | $272394.60     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     725000 | PA      | $726449.67     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     565000 | PA      | $561630.91     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     175000 | PA      | $176352.86     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     475000 | PA      | $481690.56     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     495000 | PA      | $505782.07     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     535000 | PA      | $546260.56     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     194000 | PA      | $187226.42     | 0.00%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     860000 | PA      | $422921.18     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1124216.51    | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     892000 | PA      | $943948.05     | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1431936.69    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     890000 | PA      | $890769.15     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     786000 | PA      | $794410.80     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     861000 | PA      | $835334.65     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $470476.10     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     637000 | PA      | $652554.73     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $363885.21     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $622672.05     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1502758.34    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     539000 | PA      | $575093.67     | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1813484.87    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     930000 | PA      | $943809.18     | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1323853.66    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1643488.12    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     930000 | PA      | $923967.50     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1892350.27    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     995000 | PA      | $897347.59     | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     940000 | PA      | $932104.51     | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1061183.41    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     725000 | PA      | $722074.25     | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400235.65     | 0.00%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     320000 | PA      | $319912.79     | 0.00%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     455000 | PA      | $456501.22     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                     | Hexcel Corp.                                                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     245000 | PA      | $251840.78     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                     | Hexcel Corp.                                                                                                                  | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     155000 | PA      | $155053.26     | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust II                                                     | High Street Funding Trust II                                                                                                  | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $311640.90     | 0.00%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Highmark, Inc.                                                                   | Highmark, Inc.                                                                                                                | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     683000 | PA      | $608839.38     | 0.00%             | 2031-05-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Highmark, Inc.                                                                   | Highmark, Inc.                                                                                                                | CUSIP: 431116AF9<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397348.26     | 0.00%             | 2036-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                                                                         | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     356000 | PA      | $353205.64     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                                                                         | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     430000 | PA      | $446080.55     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     332000 | PA      | $327419.91     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     390000 | PA      | $380584.84     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     465000 | PA      | $430662.84     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     502000 | PA      | $446009.30     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     335000 | PA      | $373312.56     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148425.47     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     640000 | PA      | $643125.77     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599813.13     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     508000 | PA      | $502458.08     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     530000 | PA      | $527998.55     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     510000 | PA      | $506771.69     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     595000 | PA      | $637420.68     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502471.34     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     856000 | PA      | $872392.82     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     895000 | PA      | $887966.09     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     780000 | PA      | $753135.39     | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $971636.60     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1403005.73    | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     570000 | PA      | $578034.09     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     550000 | PA      | $560402.89     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     875000 | PA      | $885725.27     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1046482.75    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1091890.87    | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1067356.69    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     889000 | PA      | $860299.92     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $494778.40     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                     | Hilton Worldwide Finance LLC                                                                                                  | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     546000 | PA      | $544783.62     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2770000 | PA      | $2824410.10    | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3255000 | PA      | $3257348.53    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | Hoag Memorial Hospital Presbyterian                                                                                           | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     693000 | PA      | $516386.63     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175524.28     | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     495000 | PA      | $496877.53     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     435000 | PA      | $439769.04     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1059289.05    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAU0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     520000 | PA      | $589602.11     | 0.00%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     280000 | PA      | $241030.61     | 0.00%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3394000 | PA      | $3611057.99    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     613000 | PA      | $618245.78     | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     642000 | PA      | $678853.90     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     982000 | PA      | $828162.82     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $985827.20     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $852303.25     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1335953.72    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $710870.61     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1298000 | PA      | $1004373.93    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1065560.25    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1273106.87    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1598000 | PA      | $1342149.57    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2103000 | PA      | $2023376.61    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $882125.26     | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     900000 | PA      | $888447.63     | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1468000 | PA      | $1381878.88    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1008683.82    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1596000 | PA      | $1097304.85    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     595000 | PA      | $561894.56     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1351559.65    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1303000 | PA      | $726684.98     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1122541.37    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     935000 | PA      | $819781.72     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     853000 | PA      | $512535.50     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     915000 | PA      | $906398.01     | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1401206.62    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1102601.96    | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     855000 | PA      | $854109.40     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $924589.60     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     595000 | PA      | $606142.41     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     940000 | PA      | $948342.99     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1517555.89    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1061782.17    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1789871.27    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1526847.66    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     230000 | PA      | $215324.55     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     325000 | PA      | $322666.83     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     395000 | PA      | $390069.01     | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     810000 | PA      | $788594.17     | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-2, Class A3                                                                   | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1099686.28    | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     638000 | PA      | $572124.91     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1060000 | PA      | $1057682.12    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1110000 | PA      | $1104866.42    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     825000 | PA      | $824332.74     | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-3, Class A3                                                                   | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498723.57     | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-4, Class A3                                                                   | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $497816.56     | 0.00%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-4, Class A4                                                                   | CUSIP: 43814XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2238733.50    | 0.01%             | 2032-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2026-1, Class A4                                                                   | CUSIP: 43815CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2373939.21    | 0.01%             | 2032-05-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1463956.58    | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1458910.50    | 0.00%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2419640.53    | 0.01%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1481544.49    | 0.00%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2550915.08    | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1062974.29    | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2072326.84    | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                                     | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1333244.88    | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     809000 | PA      | $613596.25     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1149904.11    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $966028.15     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     762000 | PA      | $484238.90     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     930000 | PA      | $808925.29     | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     375000 | PA      | $383670.57     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     965000 | PA      | $947538.39     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1199390.86    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1453584.67    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     705000 | PA      | $708508.61     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAD2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1200000 | PA      | $1061168.99    | 0.00%             | 2031-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAE0<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     400000 | PA      | $251712.86     | 0.00%             | 2051-02-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1200000 | PA      | $1210075.01    | 0.00%             | 2028-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAH3<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1200000 | PA      | $1214414.01    | 0.00%             | 2033-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAJ9<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     400000 | PA      | $414629.05     | 0.00%             | 2053-01-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAL4<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $1001442.39    | 0.00%             | 2028-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAM2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     800000 | PA      | $779873.03     | 0.00%             | 2033-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAP5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $1003932.78    | 0.00%             | 2027-07-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAQ3<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     800000 | PA      | $802800.99     | 0.00%             | 2030-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                    | Horizon Mutual Holdings, Inc.                                                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |     580000 | PA      | $548122.05     | 0.00%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                                                                   | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     115000 | PA      | $121015.64     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                                                                   | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     380000 | PA      | $373999.21     | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $981515.89     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     817000 | PA      | $775533.15     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $637038.21     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     107000 | PA      | $107261.00     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $387958.69     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     429000 | PA      | $386298.61     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     389000 | PA      | $364452.66     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery, Series 2020                                    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     385000 | PA      | $231876.06     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series H                                                                                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $476020.30     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series I                                                                                            | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $1007942.97    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series J                                                                                            | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     735000 | PA      | $657541.60     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     530000 | PA      | $539113.56     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800051.11     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     305000 | PA      | $313780.11     | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     330000 | PA      | $326517.32     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     685000 | PA      | $660255.74     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     675000 | PA      | $632683.49     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     480000 | PA      | $470366.51     | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     475000 | PA      | $465447.11     | 0.00%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $708796.91     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $523445.92     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | Howard University, Series 22A                                                                                                 | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     160000 | PA      | $130939.25     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $859631.70     | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                       | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    1170000 | PA      | $1176716.04    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     790000 | PA      | $761649.33     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     245000 | PA      | $247018.04     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     590000 | PA      | $580343.26     | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108802.72     | 0.00%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64030.21      | 0.00%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     575000 | PA      | $569028.05     | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3217022.15    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1937539.40    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     480000 | PA      | $472510.80     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     775000 | PA      | $763190.62     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     375000 | PA      | $338364.83     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     250000 | PA      | $243637.42     | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     466000 | PA      | $450564.01     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     504000 | PA      | $451350.75     | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     430000 | PA      | $367196.12     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     355000 | PA      | $346462.86     | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     515000 | PA      | $423868.45     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     772000 | PA      | $651540.67     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     572000 | PA      | $459713.39     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     573000 | PA      | $547548.82     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     600000 | PA      | $419554.65     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     530000 | PA      | $530098.74     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     920000 | PA      | $793690.75     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     885000 | PA      | $862300.69     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     680000 | PA      | $692944.74     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     700000 | PA      | $717960.62     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     685000 | PA      | $597802.19     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     845000 | PA      | $866651.22     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     653000 | PA      | $668736.29     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1272226.18    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     990000 | PA      | $895328.11     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     540000 | PA      | $503995.76     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993096.90     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985486.82     | 0.00%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1910000 | PA      | $2243246.14    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hunt Cos., Inc.                                                                  | Hunt Cos., Inc.                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     735000 | PA      | $712400.25     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                                 | JB Hunt Transport Services, Inc.                                                                                              | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252369.57     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1300733.68    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     832000 | PA      | $716474.61     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     485000 | PA      | $482626.66     | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     545000 | PA      | $544462.23     | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     830000 | PA      | $858895.16     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     930000 | PA      | $952642.97     | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     835000 | PA      | $847886.61     | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     670000 | PA      | $682669.44     | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1156283.68    | 0.00%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     360000 | PA      | $351710.35     | 0.00%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     810000 | PA      | $797231.73     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     599000 | PA      | $588375.47     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     590000 | PA      | $559626.77     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     580000 | PA      | $592084.86     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     575000 | PA      | $594940.39     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     540000 | PA      | $540045.59     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     555000 | PA      | $573505.81     | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     765000 | PA      | $767595.10     | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     919000 | PA      | $879509.47     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     418000 | PA      | $356985.30     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     400000 | PA      | $375753.41     | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Hutchison Whampoa Finance CI Ltd.                                                | Hutchison Whampoa Finance CI Ltd.                                                                                             | CUSIP: 448414AE2<br>LEI: 254900R3BZU6S8ZU0L15 | Long             | DBT              | CORP              | KY        |     115000 | PA      | $119316.11     | 0.00%             | 2027-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hutchison Whampoa International 03/33 Ltd.                                       | Hutchison Whampoa International 03/33 Ltd.                                                                                    | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |    1380000 | PA      | $1597056.46    | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     895000 | PA      | $889914.65     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     450000 | PA      | $462113.41     | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     720000 | PA      | $731296.31     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     380000 | PA      | $385700.09     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     565000 | PA      | $575900.55     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     410000 | PA      | $413868.53     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     375000 | PA      | $387554.36     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     490000 | PA      | $484731.70     | 0.00%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                                                                  | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     240000 | PA      | $273224.41     | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Hydro-Quebec                                                                                                                  | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      23000 | PA      | $27767.07      | 0.00%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1018770.92    | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1153675.27    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1073000 | PA      | $1024619.18    | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1383261.89    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $994879.80     | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     960000 | PA      | $976544.64     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     770000 | PA      | $795660.45     | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1100668.54    | 0.00%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACJ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     760000 | PA      | $781818.41     | 0.00%             | 2030-06-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1016167.79    | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     736000 | PA      | $772337.49     | 0.00%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     635000 | PA      | $662949.65     | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014478.91    | 0.00%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     820000 | PA      | $835938.61     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     535000 | PA      | $544614.92     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     675000 | PA      | $680276.53     | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     755000 | PA      | $766759.14     | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     905000 | PA      | $922548.89     | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     755000 | PA      | $752577.11     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     585000 | PA      | $582715.21     | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     590000 | PA      | $584960.62     | 0.00%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     570000 | PA      | $572518.48     | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291800.62     | 0.00%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55896.16      | 0.00%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     580000 | PA      | $586230.01     | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     520000 | PA      | $529108.27     | 0.00%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245890.87     | 0.00%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     690000 | PA      | $693137.31     | 0.00%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504265.98     | 0.00%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     320000 | PA      | $326022.78     | 0.00%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     895000 | PA      | $887103.59     | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     425000 | PA      | $418333.57     | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     345000 | PA      | $341269.53     | 0.00%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     590000 | PA      | $581112.30     | 0.00%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEF0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     605000 | PA      | $592107.82     | 0.00%             | 2033-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEJ2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     375000 | PA      | $375117.66     | 0.00%             | 2028-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     435000 | PA      | $435656.62     | 0.00%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     415000 | PA      | $415898.48     | 0.00%             | 2031-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust, Series 2026-A, Class C                                                                        | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890000 | PA      | $874792.55     | 0.00%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     890000 | PA      | $894393.95     | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     880000 | PA      | $880372.75     | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    1195000 | PA      | $1177870.77    | 0.00%             | 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        |    1030000 | PA      | $943176.97     | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    1465000 | PA      | $1292598.52    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust, Series 2025-A, Class A3                                                                       | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002959.26    | 0.00%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     580000 | PA      | $581924.20     | 0.00%             | 2029-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     440000 | PA      | $452440.09     | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $516649.89     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                | Maya SAS                                                                                                                      | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     890000 | PA      | $896548.09     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                | Maya SAS                                                                                                                      | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1135000 | PA      | $1203315.84    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                | Maya SAS                                                                                                                      | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     865000 | PA      | $878481.67     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                             | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $527380.38     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $711000.00     | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 44985GAE1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $225388.34     | 0.00%             | 2041-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co. LLC                                                           | ITR Concession Co. LLC                                                                                                        | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |     288000 | PA      | $282685.76     | 0.00%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                 | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1212233.18    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1282086.88    | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     771000 | PA      | $676096.61     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     695000 | PA      | $698487.23     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     905000 | PA      | $871427.66     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     800000 | PA      | $807517.74     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                                  | ICICI Bank Ltd.                                                                                                               | CUSIP: 45112FAM8<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $493874.12     | 0.00%             | 2027-12-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     590000 | PA      | $594714.34     | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     480000 | PA      | $489076.55     | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     350000 | PA      | $357202.39     | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | Idaho Energy Resources Authority, Series 2021                                                                                 | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      85000 | PA      | $58415.55      | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co., Series K                                                                                                     | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     690000 | PA      | $551687.42     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     390000 | PA      | $373125.92     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     240000 | PA      | $238750.43     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     415000 | PA      | $420936.60     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     575000 | PA      | $567132.60     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     375000 | PA      | $367111.66     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     730000 | PA      | $687055.23     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     740000 | PA      | $669521.16     | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     720000 | PA      | $727085.59     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239595.94     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     696600 | PA      | $696028.06     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     268000 | PA      | $248646.35     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     565600 | PA      | $538227.83     | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     706300 | PA      | $679455.90     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2003                                                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    6635735 | PA      | $6737188.55    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| State of Illinois                                                                | State of Illinois, Series 2010-5                                                                                              | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     571429 | PA      | $610957.35     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority, Series 2009A                                                                           | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     180000 | PA      | $189949.26     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     675000 | PA      | $637305.66     | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    1396000 | PA      | $1160994.38    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $927619.88     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     690000 | PA      | $702260.59     | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     475000 | PA      | $472580.82     | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ingram Micro, Inc.                                                               | Ingram Micro, Inc.                                                                                                            | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1896839.44    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1087310.45    | 0.00%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     675000 | PA      | $687472.75     | 0.00%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $760226.59     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     840000 | PA      | $867766.12     | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $400251.29     | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $605012.31     | 0.00%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $402023.18     | 0.00%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                            | Incora Top Holdco LLC                                                                                                         | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        359 | NS      | $2218.62       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1129193.29    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1068543.42    | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     505000 | PA      | $533575.60     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     330000 | PA      | $331815.82     | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     365000 | PA      | $389838.39     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     800000 | PA      | $758072.50     | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2B7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $152843.13     | 0.00%             | 2050-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $731449.32     | 0.00%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2H4<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     600000 | PA      | $562668.58     | 0.00%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     160000 | PA      | $170128.71     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co., Series K                                                                                          | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     466000 | PA      | $391141.50     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co., Series L                                                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     519000 | PA      | $383077.48     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     531000 | PA      | $526124.96     | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     421000 | PA      | $332955.61     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     425000 | PA      | $277896.48     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     576000 | PA      | $556367.50     | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     950000 | PA      | $914089.39     | 0.00%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority, Series 2021                                                                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     100000 | PA      | $71178.12      | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc. Obligated Group                                  | Indiana University Health, Inc. Obligated Group                                                                               | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |     590000 | PA      | $462804.43     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc. Obligated Group                                  | Indiana University Health, Inc. Obligated Group, Series 2021                                                                  | CUSIP: 455170AB6<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |     310000 | PA      | $192284.87     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     385000 | PA      | $300059.55     | 0.00%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     680000 | PA      | $704206.86     | 0.00%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     880000 | PA      | $851889.30     | 0.00%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BX7<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272921.65     | 0.00%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1250000 | PA      | $1235184.24    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1850000 | PA      | $1516556.30    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1197367.78    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1214001.03    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $957158.31     | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     740000 | PA      | $719686.91     | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $728122.82     | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1126598.29    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     750000 | PA      | $526864.88     | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1600000 | PA      | $1552050.83    | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1850000 | PA      | $1455463.79    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $783409.66     | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1053875.91    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2000000 | PA      | $1269382.31    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $492967.75     | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1059178.47    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $367219.45     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $936825.33     | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $477544.32     | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     700000 | PA      | $698813.84     | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1500000 | PA      | $1487480.61    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     575000 | PA      | $547094.41     | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $804009.97     | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1191904.68    | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $782028.65     | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $601135.25     | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $587466.34     | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $736265.85     | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $551115.20     | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1171851.09    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1022825.52    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1234016.41    | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $789397.70     | 0.00%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1400000 | PA      | $1361318.60    | 0.00%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EE2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $987806.37     | 0.00%             | 2031-02-21      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1170455.48    | 0.00%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EG7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     700000 | PA      | $665387.22     | 0.00%             | 2056-02-21      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     750000 | PA      | $742901.42     | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAN7<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $616958.30     | 0.00%             | 2028-10-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAQ0<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $398514.21     | 0.00%             | 2029-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAS6<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $603249.47     | 0.00%             | 2030-06-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAT4<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $401339.62     | 0.00%             | 2028-06-24      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                             | Industrial F&B Investments III, Inc.                                                                                          | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     710000 | PA      | $717869.70     | 0.00%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     425000 | PA      | $411700.91     | 0.00%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Infrabuild Australia Pty. Ltd.                                                   | Infrabuild Australia Pty. Ltd.                                                                                                | CUSIP: 45682RAC4<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $320485.61     | 0.00%             | 2028-11-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1493000 | PA      | $1495989.89    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     908000 | PA      | $897298.10     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     908000 | PA      | $823838.17     | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1111000 | PA      | $1072762.40    | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     895000 | PA      | $947486.48     | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     995000 | PA      | $1015171.22    | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1380000 | PA      | $1405108.29    | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $629216.05     | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $606483.83     | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1010000 | PA      | $1024864.06    | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV, Series VAR                                                                                                      | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $995739.15     | 0.00%             | 2032-03-23      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $999586.71     | 0.00%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     600000 | PA      | $576888.30     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $176627.25     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1197000 | PA      | $1181788.05    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     375000 | PA      | $315724.13     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                                                               | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $550732.73     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                                                               | CUSIP: 45687AAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $490982.11     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                                                               | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     956000 | PA      | $947859.73     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     685000 | PA      | $700024.32     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1389461.04    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     880000 | PA      | $887230.93     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     875000 | PA      | $894267.93     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256058.67     | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     630000 | PA      | $643103.91     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     705000 | PA      | $688079.18     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                   | Ingevity Corp.                                                                                                                | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     555000 | PA      | $534702.75     | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                                   | Infinity Natural Resources LLC                                                                                                | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     545000 | PA      | $554529.66     | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ingles Markets, Inc.                                                             | Ingles Markets, Inc.                                                                                                          | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     398000 | PA      | $376119.89     | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     794000 | PA      | $743951.92     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     510000 | PA      | $377511.32     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                        | Insight Enterprises, Inc.                                                                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     530000 | PA      | $525432.95     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings, Inc.                                                          | Innophos Holdings, Inc.                                                                                                       | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     482625 | PA      | $446330.59     | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                                | Installed Building Products, Inc.                                                                                             | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497500.00     | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     155000 | PA      | $158191.39     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | Inova Health System Foundation                                                                                                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     420000 | PA      | $327370.85     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     845000 | PA      | $749077.36     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     796000 | PA      | $753026.38     | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     492000 | PA      | $401713.61     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     895000 | PA      | $769635.90     | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1009257.39    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1191433.45    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     938000 | PA      | $712224.60     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2051000 | PA      | $1464199.83    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1964000 | PA      | $1828327.85    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $1305389.30    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $585211.27     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $905884.35     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1729984.60    | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $835326.96     | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1464000 | PA      | $1423112.83    | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     890000 | PA      | $835706.79     | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1119962.04    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     950000 | PA      | $661300.07     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1363000 | PA      | $839873.05     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     630000 | PA      | $361050.29     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     780000 | PA      | $773478.69     | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     835000 | PA      | $821196.81     | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1081577.23    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1201043.59    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $880878.79     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2164192.78    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1305804.28    | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2056789.58    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     995000 | PA      | $957604.44     | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1944785.90    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $997067.81     | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     940000 | PA      | $941135.66     | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     865000 | PA      | $804171.06     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     885000 | PA      | $893560.39     | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CQ1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1548815.87    | 0.00%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CR9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1563729.87    | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1927352.19    | 0.01%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1719119.95    | 0.00%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CV0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1280537.29    | 0.00%             | 2066-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     889000 | PA      | $783250.24     | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     280000 | PA      | $224108.83     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     958000 | PA      | $884915.64     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    2210000 | PA      | $2170819.49    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3288000 | PA      | $3228900.95    | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3558000 | PA      | $3381531.14    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    1645000 | PA      | $1573247.09    | 0.00%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    4425000 | PA      | $3877949.79    | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3148000 | PA      | $2962783.60    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    2765000 | PA      | $2724716.27    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    2870000 | PA      | $2873788.19    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    9825000 | PA      | $9389258.94    | 0.03%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    1815000 | PA      | $1840800.53    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    4525000 | PA      | $4547356.79    | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3380000 | PA      | $3391656.53    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     610000 | PA      | $596329.19     | 0.00%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    2495000 | PA      | $2539611.95    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    1130000 | PA      | $1119282.73    | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3050000 | PA      | $3045835.64    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3385000 | PA      | $3305629.64    | 0.01%             | 2036-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                                           | Intact Financial Corp.                                                                                                        | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |     655000 | PA      | $668648.30     | 0.00%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |     945000 | PA      | $947035.02     | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    1190000 | PA      | $1210184.09    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    1255000 | PA      | $1262723.61    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    1510000 | PA      | $1517304.80    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    1080000 | PA      | $1070308.29    | 0.00%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center, Inc.                                            | Integris Baptist Medical Center, Inc., Series A                                                                               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     525000 | PA      | $381092.35     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     385000 | PA      | $381762.76     | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     275000 | PA      | $271455.52     | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     901000 | PA      | $887047.55     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1154354.39    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1082547.80    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1389819.19    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $823988.00     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2242000 | PA      | $1895049.21    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $824291.66     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $638370.37     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1707231.68    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1525051.93    | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1256034.23    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1369293.28    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     898000 | PA      | $802683.04     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $824526.58     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     530000 | PA      | $522077.87     | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    2225000 | PA      | $2222044.86    | 0.01%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    3346000 | PA      | $3275551.54    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    3139000 | PA      | $2915466.66    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4470000 | PA      | $3954891.07    | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4150000 | PA      | $3617922.78    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4688000 | PA      | $4464522.80    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4060000 | PA      | $3572984.13    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4130000 | PA      | $3933526.30    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4727000 | PA      | $4430986.15    | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    6267000 | PA      | $5508968.29    | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4794000 | PA      | $4751700.07    | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    3575000 | PA      | $3536542.30    | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    6205000 | PA      | $6181914.11    | 0.02%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    5006000 | PA      | $4962426.94    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4120000 | PA      | $4118034.06    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4774000 | PA      | $4846140.17    | 0.01%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    3720000 | PA      | $3834078.51    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    6024000 | PA      | $6015903.34    | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4420000 | PA      | $4509741.63    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    9185000 | PA      | $8890888.71    | 0.02%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    2990000 | PA      | $2981210.87    | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    3870000 | PA      | $3969376.51    | 0.01%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4195000 | PA      | $4215170.63    | 0.01%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    1195000 | PA      | $1188501.71    | 0.00%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    1375000 | PA      | $1365233.21    | 0.00%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    1130000 | PA      | $1105969.36    | 0.00%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    2148000 | PA      | $2206083.39    | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    1455000 | PA      | $1331556.40    | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   10175000 | PA      | $10180970.09   | 0.03%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M5D9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      50000 | PA      | $50202.29      | 0.00%             | 2034-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      20000 | PA      | $20000.00      | 0.00%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     435000 | PA      | $484522.33     | 0.00%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     704000 | PA      | $720237.58     | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     617000 | PA      | $638988.22     | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     853000 | PA      | $905071.06     | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     980000 | PA      | $985126.40     | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1014941.47    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     907000 | PA      | $765859.93     | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1429305.09    | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1707970.64    | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1667527.57    | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1218020.74    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1245091.41    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     953000 | PA      | $688743.68     | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     815000 | PA      | $495775.53     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     530000 | PA      | $473970.74     | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     840000 | PA      | $546939.25     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     825000 | PA      | $823840.11     | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     740000 | PA      | $722790.28     | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     820000 | PA      | $682481.18     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     955000 | PA      | $957663.43     | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     870000 | PA      | $864928.60     | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     655000 | PA      | $565358.17     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1106673.31    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $807039.51     | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     750000 | PA      | $756371.76     | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     900000 | PA      | $901441.71     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     935000 | PA      | $873775.15     | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     540000 | PA      | $534084.23     | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     540000 | PA      | $532657.78     | 0.00%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490358.50     | 0.00%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     900000 | PA      | $875724.94     | 0.00%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     510000 | PA      | $483045.37     | 0.00%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2A7<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    2350000 | PA      | $2400885.48    | 0.01%             | 2028-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2B5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |     290000 | PA      | $284917.39     | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    3355000 | PA      | $3394681.06    | 0.01%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    1350000 | PA      | $1359558.32    | 0.00%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |      70000 | PA      | $69894.21      | 0.00%             | 2030-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939EAC4<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |      35000 | PA      | $30545.68      | 0.00%             | 2030-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939FAA5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    4460000 | PA      | $4511016.30    | 0.01%             | 2029-06-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939FAB3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |      30000 | PA      | $29415.42      | 0.00%             | 2032-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     426000 | PA      | $336317.46     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     495000 | PA      | $494327.78     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     975000 | PA      | $844111.05     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     805000 | PA      | $772488.77     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $921518.04     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     240000 | PA      | $179485.44     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     630000 | PA      | $420056.79     | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |    1550000 | PA      | $1350846.42    | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |    2205000 | PA      | $2232191.97    | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |    1250000 | PA      | $1260785.10    | 0.00%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     725000 | PA      | $731966.22     | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDQ0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |      20000 | PA      | $19781.85      | 0.00%             | 2029-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     625000 | PA      | $621852.99     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     330000 | PA      | $371918.40     | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     637000 | PA      | $641542.45     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     711000 | PA      | $606259.50     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     580000 | PA      | $567181.01     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     390000 | PA      | $346807.71     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     555000 | PA      | $440463.64     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     914000 | PA      | $710863.79     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                                                        | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     860000 | PA      | $856116.78     | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     395000 | PA      | $416951.63     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73156.59      | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     605000 | PA      | $600611.07     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     275000 | PA      | $269017.59     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     452000 | PA      | $312424.06     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     485000 | PA      | $443536.09     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     335000 | PA      | $211216.28     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     280000 | PA      | $291257.50     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344695.75     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     560000 | PA      | $518471.88     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     585000 | PA      | $600177.16     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     640000 | PA      | $607172.52     | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     374000 | PA      | $371581.10     | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     355000 | PA      | $351252.45     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA, Series XR                                                                                                | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     670000 | PA      | $655254.63     | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA, Series XR                                                                                                | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     585000 | PA      | $475257.11     | 0.00%             | 2049-09-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     746000 | PA      | $705057.03     | 0.00%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     740000 | PA      | $629435.88     | 0.00%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1005000 | PA      | $1165803.18    | 0.00%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1200000 | PA      | $1302630.13    | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1461000 | PA      | $1691515.06    | 0.00%             | 2054-06-20      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1565000 | PA      | $1759940.13    | 0.00%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1360000 | PA      | $1616410.59    | 0.00%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $1019839.57    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $897084.44     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     730000 | PA      | $743093.06     | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1284601.04    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1375528.61    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance plc                                                              | Invesco Finance plc                                                                                                           | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     470000 | PA      | $444697.21     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                                                 | Olympus Water US Holding Corp.                                                                                                | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $969763.55     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     580000 | PA      | $498238.89     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     820000 | PA      | $775186.79     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     485000 | PA      | $406275.78     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     700000 | PA      | $665297.13     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     650000 | PA      | $662030.76     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     445000 | PA      | $451100.84     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     335000 | PA      | $323203.43     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     425000 | PA      | $418095.57     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $975929.05     | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     515000 | PA      | $481583.65     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     855000 | PA      | $800767.83     | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     460000 | PA      | $424007.36     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     710000 | PA      | $658072.93     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     395000 | PA      | $363700.11     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     530000 | PA      | $489025.86     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     532000 | PA      | $513371.56     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                                      | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     285000 | PA      | $282306.20     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1108579.56    | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     855000 | PA      | $870836.71     | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     665000 | PA      | $680208.23     | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1437426.78    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1683464.75    | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1019983.04    | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     970000 | PA      | $968192.88     | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1005244.03    | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     700000 | PA      | $696576.92     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1438842.90    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     745000 | PA      | $739658.96     | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1013583.57    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     810000 | PA      | $827838.56     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1114283.51    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                              | Iron Mountain Information Management Services, Inc.                                                                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     845000 | PA      | $815826.28     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iris Holding, Inc.                                                               | Iris Holding, Inc.                                                                                                            | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |     425000 | PA      | $361345.67     | 0.00%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |     250000 | PA      | $260109.47     | 0.00%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1550000 | PA      | $1319490.15    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      70000 | PA      | $74589.84      | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1800000 | PA      | $1658867.35    | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1950000 | PA      | $1394200.80    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1200000 | PA      | $858334.44     | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1200000 | PA      | $1107962.86    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2000000 | PA      | $1309643.23    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1000000 | PA      | $977166.33     | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1000000 | PA      | $761944.08     | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2000000 | PA      | $1932143.53    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3200000 | PA      | $3254443.29    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3000000 | PA      | $2825119.50    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2000000 | PA      | $2031461.57    | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2600000 | PA      | $2648771.76    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2400000 | PA      | $2452679.16    | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2400000 | PA      | $2361553.84    | 0.01%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2000000 | PA      | $1943043.11    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1800000 | PA      | $1723560.46    | 0.00%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1602000 | PA      | $1670641.68    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1761000 | PA      | $1682367.69    | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2417000 | PA      | $1819924.17    | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2245000 | PA      | $1629514.05    | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding SA                                                                                                      | CUSIP: 46556W2E9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    1000000 | PA      | $1037283.89    | 0.00%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Ithaca Energy North Sea plc                                                      | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     825000 | PA      | $860096.84     | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     467000 | PA      | $427285.50     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     753000 | PA      | $741270.67     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     235000 | PA      | $219943.77     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     890000 | PA      | $893943.11     | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273817.31     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     505000 | PA      | $518664.62     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     515000 | PA      | $514594.98     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     450000 | PA      | $452808.50     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                             | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class A4                                               | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237024 | PA      | $236343.87     | 0.00%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     658000 | PA      | $615826.40     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     510000 | PA      | $489852.36     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     890000 | PA      | $792615.82     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    1035000 | PA      | $777512.79     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    1301000 | PA      | $1203743.25    | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    1650000 | PA      | $1653190.69    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    1669000 | PA      | $1718316.17    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1155000 | PA      | $1151495.18    | 0.00%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     670000 | PA      | $658630.79     | 0.00%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                        | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $969201.13     | 0.00%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     565000 | PA      | $564966.14     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     230000 | PA      | $230672.41     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J&F LUXEMBOURG FINANCE SARL                                                      | J&F LUXEMBOURG FINANCE SARL                                                                                                   | CUSIP: 46594TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198046.75     | 0.00%             | 2033-04-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co., Inc.                                                        | JB Poindexter & Co., Inc.                                                                                                     | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     745000 | PA      | $772870.50     | 0.00%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $3150532.98    | 0.01%             | 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        |    1587000 | PA      | $1616882.49    | 0.00%             | 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        |    2553000 | PA      | $2581048.19    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1555470.86    | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1135484.03    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1599209.29    | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1724031.54    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1341706.45    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     767000 | PA      | $759894.59     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     617000 | PA      | $591668.82     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     661000 | PA      | $609903.09     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699468.41     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $1968074.71    | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2391000 | PA      | $2370904.25    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2725579.58    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1423934.41    | 0.00%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3799000 | PA      | $2960182.42    | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3087000 | PA      | $3041939.86    | 0.01%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1540897.93    | 0.00%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2507033.25    | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2787443.92    | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2265201.97    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2728000 | PA      | $2663733.27    | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3807000 | PA      | $3584425.18    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3296000 | PA      | $3285694.52    | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2204996.16    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1430190.61    | 0.00%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $1659316.86    | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2728307.58    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1489447.17    | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1744879.99    | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1415227.40    | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2836613.69    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3502276.85    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $1920335.51    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3986000 | PA      | $2701743.46    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2158705.50    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2793434.63    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3240624.77    | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2899005.76    | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2579401.76    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2255997.50    | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3417654.85    | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $4504039.27    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3521526.57    | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4263000 | PA      | $4351884.83    | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2775257.99    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2897126.24    | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $3032310.76    | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2974499.17    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3023459.05    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2714781.09    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3249830.88    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2980410.82    | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3021879.66    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3463877.99    | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3744268.79    | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2357388.26    | 0.01%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2698947.57    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3077762.41    | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1991615.65    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2449963.98    | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2777510.53    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2695724.57    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4315037.00    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2475707.60    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3441302.45    | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2074985.31    | 0.01%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3185813.46    | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1855688.72    | 0.01%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2787772.69    | 0.01%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2896376.42    | 0.01%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2962643.70    | 0.01%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2985475.59    | 0.01%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1243265.24    | 0.00%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Co.                                                  | JW Aluminum Continuous Cast Co.                                                                                               | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |     260000 | PA      | $270389.56     | 0.00%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                                                               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     615000 | PA      | $418011.87     | 0.00%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                                                               | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     445000 | PA      | $345049.00     | 0.00%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     595000 | PA      | $605742.70     | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     475000 | PA      | $469348.58     | 0.00%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     445000 | PA      | $433339.51     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     650000 | PA      | $581306.45     | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $691755.14     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     800000 | PA      | $803979.79     | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     360000 | PA      | $364241.30     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LTL5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     270000 | PA      | $255393.36     | 0.00%             | 2029-06-21      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     320000 | PA      | $321801.53     | 0.00%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     540000 | PA      | $546084.91     | 0.00%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     405000 | PA      | $397727.99     | 0.00%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                                                                | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     670000 | PA      | $691151.48     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     940000 | PA      | $973043.21     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                       | Jacobs Entertainment, Inc.                                                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489461.72     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                                           | Jacobs Solutions, Inc.                                                                                                        | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     535000 | PA      | $529501.19     | 0.00%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                                           | Jacobs Solutions, Inc.                                                                                                        | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     475000 | PA      | $460734.62     | 0.00%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     505000 | PA      | $498840.73     | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     560000 | PA      | $559314.84     | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     565000 | PA      | $557692.32     | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    1300000 | PA      | $1568297.82    | 0.00%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     766667 | PA      | $787843.97     | 0.00%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    1800000 | PA      | $2171238.91    | 0.01%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance DAC                                           | James Hardie International Finance DAC                                                                                        | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     410000 | PA      | $408385.65     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     570000 | PA      | $553941.23     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1394845.58    | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1613372.17    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $2013859.71    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings, Inc.                                                | Janus Henderson US Holdings, Inc.                                                                                             | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     340000 | PA      | $341443.44     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    3964000 | PA      | $3914607.74    | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1320000 | PA      | $1300814.66    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1580000 | PA      | $1548599.83    | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1775000 | PA      | $1743894.90    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     904000 | PA      | $891359.82     | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     675000 | PA      | $628357.63     | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    2170000 | PA      | $1896751.93    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4115000 | PA      | $3680098.06    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1445000 | PA      | $1369771.78    | 0.00%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     120000 | PA      | $120458.14     | 0.00%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1385000 | PA      | $1400741.51    | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     440000 | PA      | $442698.04     | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1060000 | PA      | $1064969.34    | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     950000 | PA      | $955600.89     | 0.00%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DD7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $976833.40     | 0.00%             | 2036-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     803000 | PA      | $792991.63     | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     125000 | PA      | $122980.08     | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1150000 | PA      | $1007261.15    | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     725000 | PA      | $718181.02     | 0.00%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1730000 | PA      | $1758993.91    | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     294000 | PA      | $294037.60     | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $302695.66     | 0.00%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     260000 | PA      | $266384.79     | 0.00%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     255000 | PA      | $267385.63     | 0.00%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1060000 | PA      | $1095493.36    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     720000 | PA      | $711504.48     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     940000 | PA      | $936918.84     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1380000 | PA      | $1334301.99    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1005000 | PA      | $967492.12     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     571000 | PA      | $621981.13     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     940000 | PA      | $1021817.18    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     713000 | PA      | $691983.64     | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     385000 | PA      | $312512.86     | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                              | Jazz Securities DAC                                                                                                           | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    1480000 | PA      | $1447781.24    | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                 | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     710000 | PA      | $618510.09     | 0.00%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     665000 | PA      | $679147.37     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     495000 | PA      | $504140.14     | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     420000 | PA      | $415528.02     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     965000 | PA      | $924943.13     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     505000 | PA      | $491725.13     | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1380205.36    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     735000 | PA      | $624046.82     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $948396.17     | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1215830.53    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1631743.35    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     915000 | PA      | $880031.30     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     750000 | PA      | $740090.07     | 0.00%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $420888.33     | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $277288.63     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                   | JELD-WEN, Inc.                                                                                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     555000 | PA      | $413192.97     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JELD-WEN Holding, Inc.                                                           | JELD-WEN Holding, Inc.                                                                                                        | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |     375000 | PA      | $189595.02     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     605000 | PA      | $543538.41     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     305000 | PA      | $304025.52     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     545000 | PA      | $537960.91     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     415000 | PA      | $412607.91     | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208200.99     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1767063.13    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     606593 | PA      | $533558.80     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2020-1, Class A                                                                            | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     373412 | PA      | $350818.92     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2020A                                                                                        | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     245000 | PA      | $204912.54     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2013B                                                                                        | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     320000 | PA      | $317573.10     | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-C, Class A3                                                                               | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2140000 | PA      | $2139728.88    | 0.01%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     960000 | PA      | $990467.32     | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-A, Class A4                                                                               | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     620000 | PA      | $626054.62     | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | John Sevier Combined Cycle Generation LLC                                                                                     | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139294 | PA      | $134189.72     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp. (The)                                          | Johns Hopkins Health System Corp. (The)                                                                                       | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     376000 | PA      | $294253.46     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University (The)                                                   | Johns Hopkins University (The), Series 2013                                                                                   | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     295000 | PA      | $234556.27     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University (The)                                                   | Johns Hopkins University (The), Series A                                                                                      | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     253000 | PA      | $145337.14     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University (The)                                                   | Johns Hopkins University (The), Series A                                                                                      | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     415000 | PA      | $418174.55     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     499000 | PA      | $545040.14     | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     777000 | PA      | $805680.55     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     800000 | PA      | $878446.17     | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     790000 | PA      | $860900.61     | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     764000 | PA      | $723449.63     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     590000 | PA      | $577736.03     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     666000 | PA      | $665153.40     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     465000 | PA      | $426965.40     | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $973724.74     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1292143.62    | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1582230.24    | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1051410.16    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     794000 | PA      | $779927.65     | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $919748.68     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     846000 | PA      | $637375.90     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1532451.04    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1052148.66    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     987000 | PA      | $690272.09     | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $645492.25     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $609524.51     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1273113.03    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1540789.80    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1061966.21    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     850000 | PA      | $837629.33     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1403990.54    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1026270.07    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     785000 | PA      | $807605.05     | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1239236.98    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                        | CUSIP: 478165AH6<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $915533.03     | 0.00%             | 2046-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     559000 | PA      | $591411.46     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     510000 | PA      | $442246.34     | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     433000 | PA      | $363137.81     | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     673000 | PA      | $567606.55     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     795000 | PA      | $707609.85     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAD2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     570000 | PA      | $498402.56     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     905000 | PA      | $908317.47     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289474 | PA      | $272052.63     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                         | Jones Lang LaSalle, Inc.                                                                                                      | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     785000 | PA      | $826115.33     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     745000 | PA      | $767780.96     | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93839.42      | 0.00%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT International Financial Services BV                                                                                        | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |     410000 | PA      | $452804.27     | 0.00%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ziff Davis, Inc.                                                                 | Ziff Davis, Inc.                                                                                                              | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     545000 | PA      | $515319.43     | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1861000 | PA      | $1833312.54    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     554000 | PA      | $546171.79     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     922000 | PA      | $897300.76     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     760000 | PA      | $667275.81     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1030000 | PA      | $1050802.28    | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     560000 | PA      | $599083.58     | 0.00%             | 2034-09-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     750000 | PA      | $754526.90     | 0.00%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1000000 | PA      | $984015.45     | 0.00%             | 2031-09-23      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                        | KBR, Inc.                                                                                                                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     275000 | PA      | $270573.39     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1087354.54    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     546000 | PA      | $494527.85     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     940000 | PA      | $642701.75     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     785000 | PA      | $789120.16     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1362102.88    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     985000 | PA      | $894801.46     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     645000 | PA      | $638885.39     | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. II LLC                                                     | KKR Group Finance Co. II LLC                                                                                                  | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $239754.34     | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                    | KKR Group Finance Co. III LLC                                                                                                 | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1130164.47    | 0.00%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                  | KFC Holding Co.                                                                                                               | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |     719000 | PA      | $717865.40     | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     395000 | PA      | $397916.37     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     340000 | PA      | $341484.25     | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                                  | KKR & Co., Inc.                                                                                                               | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     755000 | PA      | $734499.37     | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                     | KKR Group Finance Co. VI LLC                                                                                                  | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1312217.66    | 0.00%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VII LLC                                                    | KKR Group Finance Co. VII LLC                                                                                                 | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $412746.99     | 0.00%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VIII LLC                                                   | KKR Group Finance Co. VIII LLC                                                                                                | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     910000 | PA      | $602600.08     | 0.00%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. X LLC                                                      | KKR Group Finance Co. X LLC                                                                                                   | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $546749.16     | 0.00%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. XII LLC                                                    | KKR Group Finance Co. XII LLC                                                                                                 | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     971000 | PA      | $955967.72     | 0.00%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $569742.26     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $350492.45     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     591000 | PA      | $548366.09     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158360.01     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1227271.04    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2019                                                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $727353.13     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $801839.14     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $790249.84     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     385000 | PA      | $373860.37     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     491000 | PA      | $389347.52     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     545000 | PA      | $431118.10     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2019                                                                                               | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     442000 | PA      | $349155.42     | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | Kansas Development Finance Authority, Series 2021K                                                                            | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     420000 | PA      | $287586.21     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     295000 | PA      | $298253.44     | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     384000 | PA      | $376552.13     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     425000 | PA      | $395740.68     | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     355000 | PA      | $362333.37     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAD3<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $413441.05     | 0.00%             | 2028-10-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAE1<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404275.54     | 0.00%             | 2027-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAG6<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $410669.74     | 0.00%             | 2029-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                                         | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1030803.99    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova, Series B                                                                                                           | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     922000 | PA      | $1037138.61    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     715000 | PA      | $608690.83     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1007761.15    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     745000 | PA      | $745525.04     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $933791.37     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     435000 | PA      | $444562.36     | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     440000 | PA      | $429112.88     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                                         | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $227543.32     | 0.00%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                                     | Kemper Corp.                                                                                                                  | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     695000 | PA      | $608918.76     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Kemper Corp.                                                                     | Kemper Corp.                                                                                                                  | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     576000 | PA      | $524691.91     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                         | Ken Garff Automotive LLC                                                                                                      | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $430305.10     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                                 | Kennametal, Inc.                                                                                                              | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     508000 | PA      | $508343.28     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                                 | Kennametal, Inc.                                                                                                              | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     290000 | PA      | $263615.32     | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     685000 | PA      | $678816.23     | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     615000 | PA      | $612643.16     | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     630000 | PA      | $622931.74     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co.                                                               | Kentucky Power Co.                                                                                                            | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     370000 | PA      | $397890.33     | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     888000 | PA      | $853420.83     | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     724000 | PA      | $598495.97     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     487000 | PA      | $327042.71     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co., Series KENT                                                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     335000 | PA      | $345028.26     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     525000 | PA      | $520943.99     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1350935.10    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1687428.60    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1528505.99    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     710000 | PA      | $673411.56     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1492322.26    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     800000 | PA      | $715022.91     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     495000 | PA      | $500307.47     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     470000 | PA      | $405541.59     | 0.00%             | 2048-05-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     960000 | PA      | $960727.73     | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1155069.21    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     935000 | PA      | $654326.04     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     575000 | PA      | $369849.15     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc., Series 31*                                                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     415000 | PA      | $367775.44     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     805000 | PA      | $790034.55     | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     879000 | PA      | $834318.74     | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $886225.61     | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     685000 | PA      | $692297.65     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc., Series 10                                                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     590000 | PA      | $597164.88     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     805000 | PA      | $801872.64     | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     780000 | PA      | $777052.80     | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     590000 | PA      | $585666.09     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     600000 | PA      | $587201.91     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                      | Kedrion SpA                                                                                                                   | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |     813000 | PA      | $796112.03     | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     265000 | PA      | $264643.75     | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1052863.96    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1203295.41    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     773000 | PA      | $759061.10     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     895000 | PA      | $877106.46     | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     680000 | PA      | $722866.59     | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136307.95     | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     745000 | PA      | $731791.82     | 0.00%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1120965.74    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     855000 | PA      | $845828.78     | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     434000 | PA      | $424603.86     | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     700000 | PA      | $687092.67     | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | National Grid USA                                                                                                             | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     193000 | PA      | $200247.48     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497277.73     | 0.00%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     650000 | PA      | $430996.14     | 0.00%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: —       |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     525000 | PA      | $548695.70     | 0.00%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1020077.44    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     763000 | PA      | $726425.01     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     280000 | PA      | $278106.20     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     465000 | PA      | $477099.02     | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     502000 | PA      | $486018.79     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     430000 | PA      | $426477.34     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     615000 | PA      | $565026.19     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     875000 | PA      | $720381.52     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     765000 | PA      | $614025.14     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     380000 | PA      | $380209.74     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     235000 | PA      | $228338.34     | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     662000 | PA      | $752459.69     | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     405000 | PA      | $405411.48     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     590000 | PA      | $413728.03     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     460000 | PA      | $357994.35     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     722000 | PA      | $717151.24     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     933000 | PA      | $906315.32     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     693000 | PA      | $444035.47     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1098810.61    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     580000 | PA      | $556680.59     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     505000 | PA      | $445628.85     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $723926.09     | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                               | Caturus Energy LLC                                                                                                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     535000 | PA      | $559304.87     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     565000 | PA      | $463877.53     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     292000 | PA      | $234136.35     | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     535000 | PA      | $533812.16     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     350000 | PA      | $289818.45     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     370000 | PA      | $268425.88     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     705000 | PA      | $656318.36     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     575000 | PA      | $550800.43     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     250000 | PA      | $221024.46     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     835000 | PA      | $771320.80     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     565000 | PA      | $557038.58     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     595000 | PA      | $645531.71     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     285000 | PA      | $279664.53     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     455000 | PA      | $460273.97     | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     409000 | PA      | $456856.41     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     253000 | PA      | $288755.91     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     635000 | PA      | $718291.70     | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     667000 | PA      | $691269.16     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     425000 | PA      | $461213.41     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1326955.90    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     595000 | PA      | $639862.04     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     372000 | PA      | $399837.97     | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     598000 | PA      | $631034.45     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     465000 | PA      | $455265.78     | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     700000 | PA      | $632224.77     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     740000 | PA      | $665319.94     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     874000 | PA      | $827220.09     | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     640000 | PA      | $597247.05     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     955000 | PA      | $969384.52     | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1043574.70    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1147691.82    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1673550.25    | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     871000 | PA      | $776751.09     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1660097.75    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     758000 | PA      | $683512.79     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     890000 | PA      | $788752.91     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     483000 | PA      | $314463.30     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     945000 | PA      | $653554.39     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     970000 | PA      | $962270.51     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     770000 | PA      | $709243.64     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1454242.32    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     975000 | PA      | $992615.58     | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     760000 | PA      | $748349.22     | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     445000 | PA      | $454837.69     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     165000 | PA      | $172874.99     | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     985000 | PA      | $988227.52     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1142648.58    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                                | Kingpin Intermediate Holdings LLC                                                                                             | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |     800000 | PA      | $664108.36     | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                               | Kinross Gold Corp.                                                                                                            | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $625038.06     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                      | Kirby Corp.                                                                                                                   | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     791000 | PA      | $787127.90     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                            | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     715000 | PA      | $736685.19     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                            | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    1045000 | PA      | $1091782.78    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     320000 | PA      | $323842.81     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129684.61     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     235000 | PA      | $236331.57     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                                | Knife River Corp.                                                                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $462577.67     | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     690000 | PA      | $705283.93     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     560000 | PA      | $581665.33     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006641.39    | 0.00%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     433000 | PA      | $261602.66     | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     550000 | PA      | $449692.71     | 0.00%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     150000 | PA      | $162057.67     | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | Kommuninvest I Sverige AB                                                                                                     | CUSIP: 50046PCM5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     200000 | PA      | $198721.78     | 0.00%             | 2027-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                        | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     825000 | PA      | $909454.31     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                        | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     720000 | PA      | $654942.71     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     705000 | PA      | $626950.12     | 0.00%             | 2030-06-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDJ6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    4550000 | PA      | $4551396.27    | 0.01%             | 2028-01-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDM9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    1300000 | PA      | $1308382.85    | 0.00%             | 2029-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDP2<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    1500000 | PA      | $1481534.11    | 0.00%             | 2029-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDR8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     632000 | PA      | $633041.54     | 0.00%             | 2030-08-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America, Inc.                                                    | Komatsu Finance America, Inc.                                                                                                 | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393719.89     | 0.00%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $543980.62     | 0.00%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAU0<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $402508.84     | 0.00%             | 2028-04-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAW6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404331.99     | 0.00%             | 2027-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAX4<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $205143.75     | 0.00%             | 2029-05-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                             | Kontoor Brands, Inc.                                                                                                          | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     471000 | PA      | $448670.67     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     300000 | PA      | $266731.38     | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $778988.91     | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $356234.87     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $596502.30     | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1200000 | PA      | $1205024.54    | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $991863.03     | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $823651.54     | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $640983.39     | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1200000 | PA      | $1212830.66    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $599813.52     | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $806549.07     | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1200000 | PA      | $1226823.07    | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EJ3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $808488.70     | 0.00%             | 2030-02-03      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     860000 | PA      | $843617.40     | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EM6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1200000 | PA      | $1188888.81    | 0.00%             | 2029-01-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EP9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $400884.12     | 0.00%             | 2031-01-28      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630ER5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1200000 | PA      | $1187938.25    | 0.00%             | 2031-01-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     950000 | PA      | $848369.63     | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $333547.09     | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $394721.43     | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     925000 | PA      | $882379.03     | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $525682.02     | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $707080.58     | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $1011789.42    | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $980242.11     | 0.00%             | 2030-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAZ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $989472.42     | 0.00%             | 2029-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FBA1<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    2200000 | PA      | $2173573.88    | 0.01%             | 2031-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065LAT7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $401551.30     | 0.00%             | 2029-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065LAU4<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $401791.75     | 0.00%             | 2029-03-30      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065LAV2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $200784.61     | 0.00%             | 2031-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065XAP9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $605801.95     | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066AAD5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $657745.67     | 0.00%             | 2042-01-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAN9<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $197341.92     | 0.00%             | 2027-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAP4<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     700000 | PA      | $671260.70     | 0.00%             | 2029-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAR0<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $533313.84     | 0.00%             | 2031-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAT6<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $398235.66     | 0.00%             | 2027-07-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAU3<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $404951.72     | 0.00%             | 2028-07-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAV1<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     800000 | PA      | $817442.72     | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAN6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $532206.97     | 0.00%             | 2030-10-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $362005.49     | 0.00%             | 2031-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAS5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $587597.15     | 0.00%             | 2027-04-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $179076.80     | 0.00%             | 2032-04-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                       | Korn Ferry                                                                                                                    | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     420000 | PA      | $416034.80     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    1604000 | PA      | $1033537.23    | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    1354000 | PA      | $820559.77     | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    3996000 | PA      | $3920493.52    | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    2329000 | PA      | $2169108.71    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    3265000 | PA      | $2838658.18    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    1635000 | PA      | $1619471.15    | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    4610000 | PA      | $4597876.59    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   11583000 | PA      | $11497291.42   | 0.03%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    2510000 | PA      | $2585148.45    | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    6027000 | PA      | $6039906.91    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    3290000 | PA      | $3309526.01    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    1925000 | PA      | $1914547.40    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    2870000 | PA      | $2936409.72    | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     875000 | PA      | $874586.49     | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    2147000 | PA      | $2126685.82    | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     350000 | PA      | $346903.71     | 0.00%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    5235000 | PA      | $5170944.11    | 0.01%             | 2031-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KP8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |      65000 | PA      | $64224.35      | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                    | Kraken Oil & Gas Partners LLC                                                                                                 | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     495000 | PA      | $504179.41     | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1315466.50    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     710000 | PA      | $743316.46     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     690000 | PA      | $749825.69     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2249194.86    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     845000 | PA      | $821788.06     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1720180.09    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     542000 | PA      | $543770.40     | 0.00%             | 2029-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     775000 | PA      | $750177.35     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     470000 | PA      | $415010.00     | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1552046.38    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1348634.31    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     432000 | PA      | $423959.92     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     430000 | PA      | $384638.68     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     435000 | PA      | $440638.16     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     575000 | PA      | $578437.72     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     410000 | PA      | $460224.09     | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     509000 | PA      | $574490.43     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     528000 | PA      | $515047.53     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     400000 | PA      | $367963.15     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     601000 | PA      | $554354.04     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     690000 | PA      | $520139.97     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     917000 | PA      | $749296.48     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     882000 | PA      | $875253.40     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     688000 | PA      | $574980.47     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     894000 | PA      | $895856.38     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     725000 | PA      | $673316.50     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1127000 | PA      | $837373.75     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     720000 | PA      | $658531.24     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     840000 | PA      | $736788.00     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2640942.20    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1639931.00    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1345977.94    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc.                                                                                             | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $358557.21     | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc.                                                                                             | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $121826.87     | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     680000 | PA      | $638437.26     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     680000 | PA      | $577733.33     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     935000 | PA      | $671827.89     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     430000 | PA      | $416126.48     | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     726000 | PA      | $716571.74     | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     611000 | PA      | $594260.68     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     445000 | PA      | $445797.40     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     465000 | PA      | $472166.46     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     840000 | PA      | $850017.27     | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     330000 | PA      | $299353.85     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     545000 | PA      | $561481.97     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     470000 | PA      | $451225.42     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                        | LKQ Corp.                                                                                                                     | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     720000 | PA      | $732260.78     | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                        | LKQ Corp.                                                                                                                     | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     465000 | PA      | $482897.19     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $1015581.93    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     860000 | PA      | $900332.22     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                                | LCPR Senior Secured Financing DAC                                                                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     995000 | PA      | $670352.78     | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                                | LCPR Senior Secured Financing DAC                                                                                             | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     840000 | PA      | $543130.00     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                    | LFS Topco LLC                                                                                                                 | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $433268.18     | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LBJ Infrastructure Group LLC                                                     | LBJ Infrastructure Group LLC                                                                                                  | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |     340000 | PA      | $241160.79     | 0.00%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: 50205MAK5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200917.98     | 0.00%             | 2029-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $601246.95     | 0.00%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $600547.92     | 0.00%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                       | L'Oreal SA                                                                                                                    | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $809790.75     | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2023000 | PA      | $2013606.16    | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1766856.24    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $966717.64     | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     700000 | PA      | $732996.68     | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273024.10     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     655000 | PA      | $671293.97     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     365000 | PA      | $368498.08     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     630000 | PA      | $629263.97     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150408.69     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     930000 | PA      | $936091.37     | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261483.07     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSB Industries, Inc.                                                             | LSB Industries, Inc.                                                                                                          | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     485000 | PA      | $485249.21     | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                                 | LSEG Finance plc                                                                                                              | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1375000 | PA      | $1312226.31    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                                 | LSEG Finance plc                                                                                                              | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1024000 | PA      | $924564.31     | 0.00%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                                 | LSEG Finance plc                                                                                                              | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     905000 | PA      | $682747.87     | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                | LSEG US Fin Corp.                                                                                                             | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     880000 | PA      | $888241.76     | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                                | Lseg US Fin Corp.                                                                                                             | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $793640.72     | 0.00%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                                | Lseg US Fin Corp.                                                                                                             | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $791137.88     | 0.00%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                                | Lseg US Fin Corp.                                                                                                             | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     285000 | PA      | $283830.41     | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     757000 | PA      | $716710.30     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44999.27      | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1043867.12    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1410927.09    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     621000 | PA      | $601530.41     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $783791.86     | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     580000 | PA      | $594236.06     | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     505000 | PA      | $514335.01     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $734776.57     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                                  | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     847000 | PA      | $739011.75     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                                  | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    1054000 | PA      | $874794.12     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $775604.84     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $794232.95     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     670000 | PA      | $600743.72     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     895000 | PA      | $655641.41     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $748016.71     | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     695000 | PA      | $432002.49     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     915000 | PA      | $930149.18     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     775000 | PA      | $775782.45     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     340000 | PA      | $351683.53     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     275000 | PA      | $276241.31     | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     565000 | PA      | $570718.50     | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     908000 | PA      | $797639.93     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     828000 | PA      | $820093.52     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     791000 | PA      | $751145.98     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     715000 | PA      | $652311.73     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     745000 | PA      | $738458.59     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     575000 | PA      | $568539.98     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     625000 | PA      | $610745.28     | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     950000 | PA      | $929951.11     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     745000 | PA      | $772697.72     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181800.82     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     841000 | PA      | $755994.12     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1082101.28    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $918546.66     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     999000 | PA      | $632992.10     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     635000 | PA      | $385139.93     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $661995.72     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $543073.26     | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     613000 | PA      | $609579.03     | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     609000 | PA      | $571150.98     | 0.00%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $346064.78     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     585000 | PA      | $581877.78     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     960000 | PA      | $919827.66     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     744000 | PA      | $700874.64     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Land O'Lakes Capital Trust I                                                     | Land O'Lakes Capital Trust I                                                                                                  | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     229800 | PA      | $235268.45     | 0.00%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    1643000 | PA      | $1607989.43    | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    1771000 | PA      | $1551190.93    | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |     580000 | PA      | $579347.86     | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank, Series 44                                                                                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    1575000 | PA      | $1573047.25    | 0.00%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    2735000 | PA      | $2858608.93    | 0.01%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    1025000 | PA      | $1044193.24    | 0.00%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |     905000 | PA      | $908782.42     | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |      85000 | PA      | $83593.77      | 0.00%             | 2030-10-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     870000 | PA      | $901324.05     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1003496.71    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348504.92     | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     525000 | PA      | $539288.72     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     605000 | PA      | $621431.68     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     485000 | PA      | $491547.05     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     525000 | PA      | $541056.71     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eni USA, Inc.                                                                    | Eni USA, Inc.                                                                                                                 | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     513000 | PA      | $534781.48     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                               | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    1365000 | PA      | $1371616.94    | 0.00%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     817000 | PA      | $814088.09     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     624000 | PA      | $617833.51     | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     380000 | PA      | $396540.03     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     335000 | PA      | $335311.81     | 0.00%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                            | LD Holdings Group LLC                                                                                                         | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $461918.94     | 0.00%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                            | LD Holdings Group LLC                                                                                                         | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     362000 | PA      | $338195.26     | 0.00%             | 2027-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                           | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     900000 | PA      | $789539.94     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     297000 | PA      | $294354.60     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     790000 | PA      | $700218.44     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     710000 | PA      | $700545.64     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     410000 | PA      | $389829.21     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     425000 | PA      | $375450.57     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     650000 | PA      | $426769.26     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                          | Leeward Renewable Energy Operations LLC                                                                                       | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     425000 | PA      | $406231.51     | 0.00%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     638000 | PA      | $624210.08     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     881000 | PA      | $858930.91     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     830000 | PA      | $515036.01     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legg Mason, Inc.                                                                 | Legg Mason, Inc.                                                                                                              | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     586000 | PA      | $571149.30     | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     810000 | PA      | $797566.48     | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     924000 | PA      | $821459.47     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     708000 | PA      | $734642.27     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30496.20      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     485000 | PA      | $479077.09     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     550000 | PA      | $532429.36     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     660000 | PA      | $662275.61     | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     725000 | PA      | $727418.54     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     665000 | PA      | $674117.04     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                                       | Lennox International, Inc.                                                                                                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     470000 | PA      | $454798.53     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                                       | Lennox International, Inc.                                                                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     705000 | PA      | $719270.34     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     405000 | PA      | $393941.53     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     220000 | PA      | $209307.16     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     495000 | PA      | $467249.54     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2070708.43    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2458722.73    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2096978.49    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                               | Levi Strauss & Co.                                                                                                            | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     545000 | PA      | $501770.62     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     270000 | PA      | $246508.77     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     145000 | PA      | $126146.20     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     425000 | PA      | $475369.31     | 0.00%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170995.26     | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1515838.18    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1071915.46    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     885000 | PA      | $603692.29     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     790000 | PA      | $503670.11     | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     492284 | PA      | $486363.29     | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1077711.80    | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBR4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     570000 | PA      | $560355.45     | 0.00%             | 2036-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                                            | Liberty Utilities Co.                                                                                                         | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     710000 | PA      | $724312.43     | 0.00%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                                            | Liberty Utilities Co.                                                                                                         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     435000 | PA      | $449011.18     | 0.00%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                   | Liberty Utilities Finance GP 1                                                                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     658000 | PA      | $590940.11     | 0.00%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                  | Life Time, Inc.                                                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     530000 | PA      | $537533.43     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     740000 | PA      | $771518.42     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     630000 | PA      | $625725.70     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     543000 | PA      | $523933.92     | 0.00%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     840000 | PA      | $891030.14     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     805000 | PA      | $821280.39     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     895000 | PA      | $939035.52     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     545000 | PA      | $531705.80     | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     735000 | PA      | $771308.63     | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     945000 | PA      | $735492.37     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     815000 | PA      | $808367.12     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     795000 | PA      | $627465.31     | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     905000 | PA      | $707592.39     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     655000 | PA      | $503408.97     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1233140.46    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $897137.65     | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $654695.83     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1192851.12    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $904643.35     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     960000 | PA      | $835827.23     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1099615.97    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1439319.93    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1300658.79    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1086096.16    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     740000 | PA      | $741300.53     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1298467.40    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1400112.77    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1406079.80    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     845000 | PA      | $766201.03     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1082756.05    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     890000 | PA      | $904548.31     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     725000 | PA      | $739962.86     | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1296992.79    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     705000 | PA      | $686462.96     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     900000 | PA      | $870578.62     | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1412186.95    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1297390.40    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     990000 | PA      | $989145.04     | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1437644.82    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     845000 | PA      | $828262.33     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     710000 | PA      | $693319.28     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     320000 | PA      | $311359.95     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     240000 | PA      | $234094.10     | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     260000 | PA      | $263885.83     | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     525000 | PA      | $525702.31     | 0.00%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272884.79     | 0.00%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     295000 | PA      | $291575.15     | 0.00%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     250000 | PA      | $260471.32     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     654000 | PA      | $709291.10     | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     237000 | PA      | $178049.77     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     812000 | PA      | $802359.29     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     978000 | PA      | $918458.11     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     625000 | PA      | $583937.80     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $455250.90     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     490000 | PA      | $499867.58     | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BY4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     850000 | PA      | $764627.12     | 0.00%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     470000 | PA      | $456779.38     | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                         | Lindblad Expeditions LLC                                                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113002.48     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                                    | Lineage OP LP                                                                                                                 | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199855.69     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     430000 | PA      | $427427.94     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     575000 | PA      | $545002.24     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     740000 | PA      | $708716.60     | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     515000 | PA      | $512412.61     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1016624.53    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1167956.42    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     605000 | PA      | $594159.87     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     865000 | PA      | $793698.03     | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2454000 | PA      | $2422995.69    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1928000 | PA      | $1925964.37    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     923000 | PA      | $925018.90     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     760000 | PA      | $866846.51     | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     910000 | PA      | $931987.03     | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1240000 | PA      | $1263183.16    | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $855398.23     | 0.00%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $870202.13     | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1142000 | PA      | $916936.28     | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1009872.45    | 0.00%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1255000 | PA      | $1252900.89    | 0.00%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2070000 | PA      | $2134215.75    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     915000 | PA      | $944352.24     | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1310000 | PA      | $1321417.18    | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1182256.66    | 0.00%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1280000 | PA      | $1235974.16    | 0.00%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $693287.59     | 0.00%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $776803.90     | 0.00%             | 2047-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp., Series B                                                                                               | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     725000 | PA      | $788142.63     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     600000 | PA      | $631809.68     | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $960036.65     | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     636000 | PA      | $580547.04     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $872490.68     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     776000 | PA      | $750798.58     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $974214.02     | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1726000 | PA      | $1343508.72    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $930276.16     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $724665.51     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1061665.75    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $894936.09     | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     780000 | PA      | $602098.88     | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1439557.03    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1006369.20    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     910000 | PA      | $902405.25     | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     830000 | PA      | $841128.38     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     765000 | PA      | $768626.22     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     860000 | PA      | $858310.50     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     905000 | PA      | $837121.78     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     855000 | PA      | $860329.97     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697495.88     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     390000 | PA      | $352646.09     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     470000 | PA      | $475303.51     | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     510000 | PA      | $509991.91     | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     755000 | PA      | $754431.84     | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1001048.15    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     120000 | PA      | $127107.48     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     762000 | PA      | $626807.11     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     865000 | PA      | $822759.63     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     385000 | PA      | $375955.35     | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                            | Long Ridge Energy LLC                                                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     585000 | PA      | $625015.13     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                           | Los Angeles Community College District, Series 2010E                                                                          | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     535000 | PA      | $587622.55     | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge              | City of Los Angeles Department of Airports Customer Facility Charge, Series 2022A                                             | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      55000 | PA      | $46810.47      | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2010D                                                                         | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     600000 | PA      | $629992.22     | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: —       |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2010A                                                                         | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     855000 | PA      | $901169.82     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A                           | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |          0 | PA      | $0.19          | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A                           | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1405000 | PA      | $1341384.31    | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2023                            | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1215000 | PA      | $1229616.61    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                                                          | Louisiana-Pacific Corp.                                                                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |     500000 | PA      | $479901.76     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co.                                                                                                 | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     410000 | PA      | $325388.17     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co., Series LOU                                                                                     | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     445000 | PA      | $459546.95     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co.                                                                                                 | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     555000 | PA      | $549153.47     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     380000 | PA      | $401331.41     | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     275000 | PA      | $281861.65     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     665000 | PA      | $589677.19     | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     610000 | PA      | $498822.19     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $962920.96     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1330313.21    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1278318.49    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1452787.92    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     625000 | PA      | $510978.04     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1380752.12    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     428000 | PA      | $402851.44     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     528000 | PA      | $469423.22     | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1114441.30    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1257088.80    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1112997.08    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1160884.34    | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     465000 | PA      | $315482.60     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1020966.91    | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $813477.72     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1277000 | PA      | $968648.77     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     605000 | PA      | $601584.12     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1424573.40    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $903677.41     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1136927.47    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1477874.23    | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     955000 | PA      | $913229.90     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     530000 | PA      | $535863.56     | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     575000 | PA      | $555548.44     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     525000 | PA      | $503731.02     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     925000 | PA      | $922419.99     | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     915000 | PA      | $908040.21     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1221219.46    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1036688.99    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1161025.53    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                           | Lsf12 Helix Parent LLC                                                                                                        | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     470000 | PA      | $458866.62     | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp. (The)                                                             | Lubrizol Corp. (The)                                                                                                          | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     140000 | PA      | $155642.63     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     275000 | PA      | $265851.70     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                                    | Luna 1.5 SARL                                                                                                                 | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $267754.70     | 0.00%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     733000 | PA      | $670231.56     | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LyondellBasell Industries NV                                                                                                  | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     770000 | PA      | $580795.42     | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     695000 | PA      | $694815.20     | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     760000 | PA      | $753326.81     | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     935000 | PA      | $996312.69     | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     875000 | PA      | $916888.14     | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     580000 | PA      | $582020.54     | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1349860.40    | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     800000 | PA      | $809612.23     | 0.00%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275102.72     | 0.00%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272660.78     | 0.00%             | 2036-04-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MBIA, Inc.                                                                       | MBIA, Inc.                                                                                                                    | CUSIP: 55262CAJ9<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293055.01     | 0.00%             | 2034-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     525000 | PA      | $481565.15     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     405000 | PA      | $386374.55     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     376000 | PA      | $332246.70     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     240000 | PA      | $156406.45     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     730000 | PA      | $719392.13     | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1191361.98    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                            | MGIC Investment Corp.                                                                                                         | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     590000 | PA      | $589569.96     | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     623000 | PA      | $624360.43     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     880000 | PA      | $871777.82     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     800000 | PA      | $810761.46     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     880000 | PA      | $892148.68     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     505000 | PA      | $524824.58     | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                               | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     405000 | PA      | $402686.89     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                               | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     335000 | PA      | $318055.11     | 0.00%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC                                                                                                  | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     774652 | PA      | $642757.91     | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $930306.80     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1540817.72    | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1356727.69    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     410000 | PA      | $332865.44     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1631249.84    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     697000 | PA      | $702068.81     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1394828.49    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     542000 | PA      | $540575.54     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     415000 | PA      | $365507.23     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1506877.20    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $953577.24     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1054996.98    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     800000 | PA      | $795841.56     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     745000 | PA      | $682192.37     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2010914.52    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     820000 | PA      | $819565.71     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1129377.23    | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     845000 | PA      | $846937.67     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     995000 | PA      | $990059.36     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1491735.77    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     870000 | PA      | $857407.79     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     600000 | PA      | $589910.97     | 0.00%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     560000 | PA      | $544111.17     | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                               | MIWD Holdco II LLC                                                                                                            | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     565000 | PA      | $521401.54     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1262529.08    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     889000 | PA      | $736579.74     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1045337.49    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1500939.14    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1315819.49    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1129150.49    | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     815000 | PA      | $773742.56     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $974503.42     | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $897295.74     | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     815000 | PA      | $800345.38     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     540000 | PA      | $522597.11     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                             | MSD Investment Corp.                                                                                                          | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     205000 | PA      | $202827.21     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                             | MSD Investment Corp.                                                                                                          | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146352.80     | 0.00%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     895000 | PA      | $848969.45     | 0.00%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     952000 | PA      | $858898.91     | 0.00%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     815000 | PA      | $880881.68     | 0.00%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $399498.17     | 0.00%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1245000 | PA      | $1119384.45    | 0.00%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1555000 | PA      | $1535501.08    | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     608000 | PA      | $608411.47     | 0.00%             | 2029-03-27      | Variable      | 4.65%                 | No            |                  2 | On Loan: —       |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1583000 | PA      | $1597976.81    | 0.00%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     490000 | PA      | $477970.32     | 0.00%             | 2028-04-14      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1690000 | PA      | $1512654.68    | 0.00%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     695000 | PA      | $691056.09     | 0.00%             | 2028-06-21      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     740000 | PA      | $716863.81     | 0.00%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1050000 | PA      | $1073972.72    | 0.00%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: —       |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBN7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1735000 | PA      | $1810299.86    | 0.00%             | 2034-06-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1450000 | PA      | $1549201.51    | 0.00%             | 2034-12-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     805000 | PA      | $814408.32     | 0.00%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     280000 | PA      | $279926.38     | 0.00%             | 2028-06-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     745000 | PA      | $740606.97     | 0.00%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PCB8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     940000 | PA      | $944084.36     | 0.00%             | 2029-03-29      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     680000 | PA      | $703059.97     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     495000 | PA      | $517523.87     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $258988.33     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     580000 | PA      | $582240.37     | 0.00%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     292000 | PA      | $221379.10     | 0.00%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $180857.19     | 0.00%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $357541.95     | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     156000 | PA      | $148439.05     | 0.00%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     186000 | PA      | $185671.85     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $463907.32     | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $270049.77     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     760000 | PA      | $749168.20     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1082546.11    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1150795.37    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2462530.98    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     853000 | PA      | $563057.98     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $3107735.96    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1363039.71    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     940000 | PA      | $864815.60     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     315000 | PA      | $323776.20     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     660000 | PA      | $669481.04     | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $98813.85      | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     720000 | PA      | $674062.77     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                                 | Magnolia Oil & Gas Operating LLC                                                                                              | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |     455000 | PA      | $470775.99     | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206173.63     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     355000 | PA      | $358884.99     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109471.21     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                       | MajorDrive Holdings IV LLC                                                                                                    | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     540000 | PA      | $454224.77     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Province of Manitoba                                                             | Province of Manitoba                                                                                                          | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     290000 | PA      | $272751.62     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                             | Province of Manitoba                                                                                                          | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $9869.34       | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                             | Province of Manitoba                                                                                                          | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    1515000 | PA      | $1545719.48    | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                        | Manitowoc Co., Inc. (The)                                                                                                     | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     330000 | PA      | $353411.07     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     835000 | PA      | $837133.19     | 0.00%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 564760CD6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249351.77     | 0.00%             | 2030-04-18      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     916000 | PA      | $876839.55     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     536000 | PA      | $526872.01     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $418588.54     | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $590691.49     | 0.00%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                                      | Maple Parent Holdings Corp.                                                                                                   | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     340000 | PA      | $339926.76     | 0.00%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                                      | Maple Parent Holdings Corp.                                                                                                   | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     370000 | PA      | $370395.99     | 0.00%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                                      | Maple Parent Holdings Corp.                                                                                                   | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     365000 | PA      | $365487.16     | 0.00%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                                      | Maple Parent Holdings Corp.                                                                                                   | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     460000 | PA      | $465339.36     | 0.00%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1199065.19    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     726000 | PA      | $622011.83     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     515000 | PA      | $431571.52     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     880000 | PA      | $869674.45     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     997000 | PA      | $789406.40     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     710000 | PA      | $725025.93     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     800000 | PA      | $821395.60     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                                  | Marex Group plc                                                                                                               | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $720830.41     | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                                  | Marex Group plc                                                                                                               | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $100946.27     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                                  | Marex Group plc                                                                                                               | CUSIP: 566539AD4<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     515000 | PA      | $514578.13     | 0.00%             | 2031-04-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     564000 | PA      | $492968.20     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     460000 | PA      | $453087.44     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     255000 | PA      | $196821.85     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     670000 | PA      | $574076.47     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     870000 | PA      | $834113.45     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     511000 | PA      | $380688.73     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     420000 | PA      | $274562.66     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     710000 | PA      | $693633.44     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer plc                                                              | Marks & Spencer plc                                                                                                           | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $314343.18     | 0.00%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     375000 | PA      | $370045.87     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     575000 | PA      | $549922.61     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     390000 | PA      | $375065.18     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1145080.51    | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     857000 | PA      | $779818.03     | 0.00%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     825000 | PA      | $713518.02     | 0.00%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     805000 | PA      | $650215.82     | 0.00%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     960000 | PA      | $738634.84     | 0.00%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     590000 | PA      | $454659.40     | 0.00%             | 2054-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     627000 | PA      | $479246.87     | 0.00%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AL9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1172920.56    | 0.00%             | 2032-07-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $834985.31     | 0.00%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AQ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     270000 | PA      | $153721.62     | 0.00%             | 2050-07-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1414028.83    | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1042154.62    | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1138215.54    | 0.00%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2198219.39    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3398853.28    | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1485951.00    | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $5111191.49    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2934572.30    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4511558.30    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     270000 | PA      | $263788.76     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     460000 | PA      | $489455.77     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     646000 | PA      | $527917.28     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     740000 | PA      | $590127.95     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $1997474.12    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     910000 | PA      | $854721.97     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1314000 | PA      | $1152143.21    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1033613.20    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     525000 | PA      | $467757.94     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     520000 | PA      | $318460.82     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     420000 | PA      | $440907.90     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     450000 | PA      | $470083.65     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     605000 | PA      | $568094.99     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     530000 | PA      | $547442.66     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1005193.26    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     505000 | PA      | $509363.02     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     380000 | PA      | $356258.03     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1080026.18    | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1422328.41    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1341171.81    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2052228.12    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1438803.46    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     655000 | PA      | $620970.64     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     655000 | PA      | $645843.35     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series X                                                                                        | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     593000 | PA      | $589173.42     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series AA                                                                                       | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     371000 | PA      | $372196.23     | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series FF                                                                                       | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1387992.50    | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                                                                       | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1236000 | PA      | $1139081.22    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series HH                                                                                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     820000 | PA      | $751357.38     | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series II                                                                                       | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     415000 | PA      | $359136.10     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1089831.39    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     980000 | PA      | $991136.67     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     480000 | PA      | $492281.50     | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404445.03     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     735000 | PA      | $743841.38     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90671.15      | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1375639.06    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     695000 | PA      | $705621.74     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1421013.16    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184675.72     | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     410000 | PA      | $405114.97     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     355000 | PA      | $353942.80     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     505000 | PA      | $488851.83     | 0.00%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     675000 | PA      | $646949.87     | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     570000 | PA      | $564560.57     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     624000 | PA      | $615524.60     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     840000 | PA      | $673080.05     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc., Series CB                                                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     685000 | PA      | $634483.71     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $932529.05     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $721448.49     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351507.48     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     460000 | PA      | $434017.80     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Martin Midstream Partners LP                                                     | Martin Midstream Partners LP                                                                                                  | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $448103.89     | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                                   | Marubeni Corp.                                                                                                                | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |     215000 | PA      | $218597.33     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     786000 | PA      | $756508.70     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     732000 | PA      | $675060.55     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     659000 | PA      | $665452.72     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     545000 | PA      | $562535.30     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     490000 | PA      | $516642.36     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     525000 | PA      | $527336.95     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     405000 | PA      | $414086.22     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     600000 | PA      | $601006.58     | 0.00%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                              | Maryland Economic Development Corp., Series 2024                                                                              | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     180000 | PA      | $178554.31     | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                              | Maryland Economic Development Corp., Series 2024                                                                              | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     435000 | PA      | $414643.92     | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority, Series 2020D                                                       | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     200000 | PA      | $154841.38     | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     445000 | PA      | $366205.51     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     561000 | PA      | $553801.12     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     473000 | PA      | $420649.52     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     902000 | PA      | $796827.87     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     396000 | PA      | $251599.37     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     950000 | PA      | $901315.80     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509512.09     | 0.00%             | 2039-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     522000 | PA      | $398153.29     | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     690000 | PA      | $605144.36     | 0.00%             | 2030-11-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     435000 | PA      | $423341.28     | 0.00%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     404000 | PA      | $391807.51     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1089616.03    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     205000 | PA      | $187126.16     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     143000 | PA      | $96833.49      | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series F                                                                               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     330000 | PA      | $217729.76     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series G                                                                               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     451000 | PA      | $251626.75     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     472000 | PA      | $311718.62     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136530.18     | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     624000 | PA      | $486101.12     | 0.00%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     955000 | PA      | $852367.38     | 0.00%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     883000 | PA      | $553817.38     | 0.00%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $535708.31     | 0.00%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     722000 | PA      | $426467.13     | 0.00%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     565000 | PA      | $539577.10     | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2009E                                                                                   | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    1145000 | PA      | $1150604.80    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2010A                                                                                   | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     805000 | PA      | $813537.10     | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2019H                                                                                   | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     550000 | PA      | $371114.46     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2022A                                                                                   | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     805000 | PA      | $797271.58     | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund                                | Commonwealth of Massachusetts Transportation Fund, Series 2010A                                                               | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1019420.85    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202360.82     | 0.00%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401327.19     | 0.00%             | 2028-03-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199404.87     | 0.00%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395062.84     | 0.00%             | 2035-08-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395704.68     | 0.00%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TCC9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399617.26     | 0.00%             | 2031-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196525.66     | 0.00%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     340000 | PA      | $340416.58     | 0.00%             | 2027-10-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     880000 | PA      | $888215.39     | 0.00%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     805000 | PA      | $818955.89     | 0.00%             | 2029-05-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     605000 | PA      | $611500.91     | 0.00%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W6H8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     585000 | PA      | $593164.81     | 0.00%             | 2028-06-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCW8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     170000 | PA      | $148819.75     | 0.00%             | 2030-10-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCZ1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     270000 | PA      | $240293.87     | 0.00%             | 2031-03-09      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1090305.79    | 0.00%             | 2027-12-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                                                                  | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1227938.00    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     525000 | PA      | $540968.81     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     682000 | PA      | $528906.07     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     470000 | PA      | $465424.81     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     648000 | PA      | $511603.66     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $791108.36     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1011847.23    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1614767.79    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1089280.53    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     697000 | PA      | $621309.34     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     675000 | PA      | $434459.58     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     837000 | PA      | $742838.44     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1181004.11    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     950000 | PA      | $962210.16     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     830000 | PA      | $836280.89     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     685000 | PA      | $685488.16     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1251078.88    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1068816.33    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     595000 | PA      | $599989.68     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     690000 | PA      | $708440.98     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                | Masterbrand, Inc.                                                                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     735000 | PA      | $731585.14     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1024976.75    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     735000 | PA      | $747276.26     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     540000 | PA      | $541803.04     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     495000 | PA      | $493962.98     | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     360000 | PA      | $361107.91     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     654000 | PA      | $614527.37     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542998.34     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     560000 | PA      | $504530.30     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     535000 | PA      | $528735.13     | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     660000 | PA      | $630706.02     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     545000 | PA      | $522610.73     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     430000 | PA      | $391623.98     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     935000 | PA      | $935090.90     | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1477131.76    | 0.00%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     405000 | PA      | $406119.90     | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2537189.28    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1333565.56    | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     970000 | PA      | $962416.33     | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     674000 | PA      | $674069.64     | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                           | Maxim Crane Works Holdings Capital LLC                                                                                        | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $569367.15     | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                                 | Maxam Prill SARL                                                                                                              | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     390000 | PA      | $402956.29     | 0.00%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                                                                   | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     365000 | PA      | $296509.13     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2013                                                                                                      | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     260000 | PA      | $204619.87     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2016                                                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     345000 | PA      | $273923.81     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2021                                                                                                      | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     464000 | PA      | $292485.15     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1996000 | PA      | $1616621.68    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     923000 | PA      | $911451.63     | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     700000 | PA      | $544606.56     | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     870000 | PA      | $803021.85     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     752000 | PA      | $659128.04     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     590000 | PA      | $586443.01     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     545000 | PA      | $523689.32     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     335000 | PA      | $332011.65     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     785000 | PA      | $856897.18     | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     771000 | PA      | $840138.00     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     411000 | PA      | $425611.37     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     447000 | PA      | $420099.37     | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     435000 | PA      | $348123.69     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     769000 | PA      | $592157.24     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     708000 | PA      | $608393.54     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     863000 | PA      | $842952.80     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1516000 | PA      | $1350633.30    | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $960093.18     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1178340.27    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     937000 | PA      | $773288.42     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1185343.34    | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1182543.95    | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1022459.57    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $998815.36     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     996000 | PA      | $968093.47     | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     828000 | PA      | $654101.83     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     720000 | PA      | $722871.03     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     760000 | PA      | $685747.52     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1076381.79    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     710000 | PA      | $721337.32     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     955000 | PA      | $899462.99     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     480000 | PA      | $489128.25     | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     430000 | PA      | $439407.76     | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     470000 | PA      | $474490.50     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     575000 | PA      | $572864.31     | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     480000 | PA      | $478527.54     | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497755.26     | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     745000 | PA      | $770455.27     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     765000 | PA      | $759607.83     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     737000 | PA      | $747688.90     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     567000 | PA      | $577584.14     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     505000 | PA      | $503285.25     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1066889.78    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     710000 | PA      | $720542.85     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     775000 | PA      | $789280.85     | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp.                                                        | McLaren Health Care Corp., Series A                                                                                           | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     415000 | PA      | $341238.52     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                                                       | Mead Johnson Nutrition Co.                                                                                                    | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     600000 | PA      | $519876.84     | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group, Inc.                                                    | Pediatrix Medical Group, Inc.                                                                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $441258.63     | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33266.39      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $2005721.92    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1708280.29    | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2361842.14    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MedStar Health, Inc.                                                             | MedStar Health, Inc., Series 20A                                                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $289418.29     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                 | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1160000 | PA      | $1160095.16    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1080000 | PA      | $1067283.08    | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mega Advance Investments Ltd.                                                    | Mega Advance Investments Ltd.                                                                                                 | CUSIP: 58516NAB0<br>LEI: 25490079FNJDU0AFKS44 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $217693.69     | 0.00%             | 2041-05-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AC5<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      60000 | PA      | $60105.59      | 0.00%             | 2048-04-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    1415000 | PA      | $1420189.20    | 0.00%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2038038.04    | 0.01%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    1155000 | PA      | $1129627.47    | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     895000 | PA      | $889784.14     | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     770000 | PA      | $793742.18     | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     410000 | PA      | $406124.00     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | Memorial Health Services                                                                                                      | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     419000 | PA      | $293122.59     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                                                                        | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     530000 | PA      | $503479.90     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                                                                        | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     402000 | PA      | $319873.37     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2015                                                                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     466000 | PA      | $371859.24     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2020                                                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     330000 | PA      | $213147.86     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse LLC (The)                                                        | Men's Wearhouse LLC (The)                                                                                                     | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |     460000 | PA      | $486342.43     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     600000 | PA      | $554168.35     | 0.00%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     700000 | PA      | $687028.65     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A4                                                                       | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503302.72     | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A4                                                                       | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5003778.50    | 0.01%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     670000 | PA      | $679237.07     | 0.00%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007143.35    | 0.00%             | 2028-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     925000 | PA      | $938250.92     | 0.00%             | 2028-08-03      | Fixed         | 5.10%                 | 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        |    1095000 | PA      | $1095931.20    | 0.00%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     965000 | PA      | $973233.01     | 0.00%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     530000 | PA      | $524384.55     | 0.00%             | 2034-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     965000 | PA      | $970255.42     | 0.00%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     780000 | PA      | $785944.00     | 0.00%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  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        |    1015000 | PA      | $1008195.25    | 0.00%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     875000 | PA      | $882149.08     | 0.00%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     690000 | PA      | $700887.51     | 0.00%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301408.18     | 0.00%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     475000 | PA      | $477832.38     | 0.00%             | 2028-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     485000 | PA      | $490549.31     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  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        |     450000 | PA      | $454528.81     | 0.00%             | 2035-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149310.60     | 0.00%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBM8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     450000 | PA      | $445251.47     | 0.00%             | 2031-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     450000 | PA      | $446844.13     | 0.00%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                                             | Mercedes-Benz Auto Receivables Trust, Series 2025-1, Class A3                                                                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1511630.14    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     776000 | PA      | $314122.17     | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                    | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     440000 | PA      | $221047.36     | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| Merck Sharp & Dohme Corp.                                                        | Merck Sharp & Dohme Corp.                                                                                                     | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     524000 | PA      | $547362.29     | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp.                                                        | Merck Sharp & Dohme Corp.                                                                                                     | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     738000 | PA      | $786522.40     | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     845000 | PA      | $667463.35     | 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        |    1500000 | PA      | $1263023.29    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1550852.26    | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     923000 | PA      | $808108.43     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1031370.57    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2226000 | PA      | $2178976.12    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1293614.47    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $838354.24     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $685350.39     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1379574.94    | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     870000 | PA      | $822663.59     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1582104.96    | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1181042.49    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $832505.95     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     745000 | PA      | $745210.27     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     930000 | PA      | $928255.93     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1355496.35    | 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        |     660000 | PA      | $603007.54     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1196186.95    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     940000 | PA      | $836200.80     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     775000 | PA      | $773416.01     | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     830000 | PA      | $824596.05     | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     775000 | PA      | $775237.94     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1894896.42    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1242568.69    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     745000 | PA      | $738670.75     | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1026138.78    | 0.00%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     590000 | PA      | $584602.61     | 0.00%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1077338.25    | 0.00%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     975000 | PA      | $950056.61     | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1156553.78    | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1024680.68    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc., Series 2018                                                                                   | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     351000 | PA      | $349945.53     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     575000 | PA      | $586924.03     | 0.00%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     615000 | PA      | $612258.79     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     450000 | PA      | $453202.36     | 0.00%             | 2028-01-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2L7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294789.16     | 0.00%             | 2030-09-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296456.19     | 0.00%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                                          | Meridian Arc Holdco LLC                                                                                                       | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1780195.83    | 0.00%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325604.83     | 0.00%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     815000 | PA      | $793650.49     | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     350000 | PA      | $352785.10     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                                    | Merlin Entertainments Group US Holdings, Inc.                                                                                 | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     515000 | PA      | $425364.19     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1917000 | PA      | $2012193.98    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1945891.86    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $226496.11     | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     726000 | PA      | $723332.69     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     680000 | PA      | $679559.29     | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                                     | Methanex US Operations, Inc.                                                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $601643.81     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Methodist Hospital (The)                                                         | Methodist Hospital (The), Series 20A                                                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     638000 | PA      | $386066.83     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                          | Mavis Tire Express Services Topco Corp.                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     765000 | PA      | $762820.02     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                         | MetLife Capital Trust IV                                                                                                      | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     378000 | PA      | $413843.27     | 0.00%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     825000 | PA      | $905282.66     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1315144.91    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1341819.25    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1689524.88    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     190000 | PA      | $246284.49     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     855000 | PA      | $881031.87     | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $998758.22     | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $946273.77     | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     985000 | PA      | $859590.89     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $944640.68     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     972000 | PA      | $844859.71     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     250000 | PA      | $295345.72     | 0.00%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1269017.12    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     980000 | PA      | $869031.40     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     980000 | PA      | $907527.28     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     670000 | PA      | $693796.12     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     750000 | PA      | $765223.43     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                    | MetLife, Inc., Series G                                                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1164918.43    | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     305000 | PA      | $300860.68     | 0.00%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     480000 | PA      | $478173.05     | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     220000 | PA      | $222876.37     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     635000 | PA      | $641810.42     | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     355000 | PA      | $357822.73     | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     350000 | PA      | $348400.83     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599224.28     | 0.00%             | 2028-04-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     660000 | PA      | $648246.88     | 0.00%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     368000 | PA      | $352558.80     | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1279086.43    | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     605000 | PA      | $535190.87     | 0.00%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     470000 | PA      | $455126.52     | 0.00%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     665000 | PA      | $665446.54     | 0.00%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     447000 | PA      | $444256.39     | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     880000 | PA      | $888160.34     | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     510000 | PA      | $521301.62     | 0.00%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     865000 | PA      | $874760.46     | 0.00%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     560000 | PA      | $563502.84     | 0.00%             | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     375000 | PA      | $378396.15     | 0.00%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296278.64     | 0.00%             | 2031-01-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     385000 | PA      | $335409.79     | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | Metropolitan Transportation Authority Dedicated Tax Fund, Series 2009C                                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     460000 | PA      | $532717.04     | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority, Series 2010A                                                                           | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     750000 | PA      | $806932.87     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road                      | Metropolitan Washington Airports Authority Dulles Toll Road, Series 2009D                                                     | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     470000 | PA      | $546582.40     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2018C                                                                                            | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |      60000 | PA      | $54521.70      | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade Transit System, Series 2020B                                                                             | CUSIP: 59334PJT5<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $765153.27     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | County of Miami-Dade Seaport Department, Series 2023                                                                          | CUSIP: 59335KFS1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     170000 | PA      | $173934.38     | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     725000 | PA      | $699868.26     | 0.00%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1989981.85    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019T                                                                                      | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     350000 | PA      | $319913.41     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019T                                                                                      | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      55000 | PA      | $46689.58      | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | Michigan Strategic Fund, Series 2021A                                                                                         | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $37593.41      | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University, Series 2022A                                                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     550000 | PA      | $387208.15     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     790000 | PA      | $814099.93     | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     600000 | PA      | $569410.80     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1124959.27    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     513000 | PA      | $409553.94     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1646218.26    | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     700000 | PA      | $563649.37     | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     575000 | PA      | $441673.88     | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     705000 | PA      | $687592.36     | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1058435.68    | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BM5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |        100 | PA      | $88.63         | 0.00%             | 2055-11-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1684207.45    | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1394487.73    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     700000 | PA      | $530008.97     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1007397.03    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1007025.88    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1038314.53    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6318000 | PA      | $3727298.98    | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3374000 | PA      | $1858562.54    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    5497000 | PA      | $3499338.31    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1101245.96    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1189581.00    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     823000 | PA      | $732349.90     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     596000 | PA      | $518684.94     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1028210.44    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     620000 | PA      | $627783.62     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     740000 | PA      | $744544.05     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     825000 | PA      | $832994.96     | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $969007.61     | 0.00%             | 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        |     645000 | PA      | $497995.30     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     665000 | PA      | $463036.63     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     394000 | PA      | $391394.76     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     912000 | PA      | $909409.57     | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     655000 | PA      | $646947.46     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     378000 | PA      | $353956.75     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     785000 | PA      | $688042.43     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     320000 | PA      | $198991.64     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     230000 | PA      | $229023.16     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     455000 | PA      | $468728.02     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118424.63     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     395000 | PA      | $388299.48     | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | Mid-Atlantic Interstate Transmission LLC                                                                                      | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     842000 | PA      | $837092.75     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     232000 | PA      | $257778.83     | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     208000 | PA      | $218322.99     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     435000 | PA      | $390432.91     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     580000 | PA      | $489697.08     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $409504.15     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     495000 | PA      | $490185.02     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     638000 | PA      | $493884.77     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     650000 | PA      | $477009.28     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1302115.70    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     762000 | PA      | $610750.38     | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     603000 | PA      | $400891.92     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     850000 | PA      | $511813.59     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     285000 | PA      | $292774.94     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1010408.41    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     750000 | PA      | $694396.47     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     285000 | PA      | $271921.44     | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55855.42      | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1720333.56    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     608000 | PA      | $644197.03     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     798000 | PA      | $747244.98     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                              | Stagwell Global LLC                                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    1132000 | PA      | $1078236.01    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | Midcontinent Communications                                                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     695000 | PA      | $655699.15     | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Midcap Financial Issuer Trust                                                    | Midcap Financial Issuer Trust                                                                                                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1104554.34    | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | Midcap Financial Issuer Trust                                                                                                 | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $405278.59     | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MyMichigan Health, Series 2020                                                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     491000 | PA      | $335078.03     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co. LLC                                                | Midwest Connector Capital Co. LLC                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     977000 | PA      | $971472.22     | 0.00%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $782261.77     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                        | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1048367.26    | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                        | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $542530.89     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     650000 | PA      | $670036.65     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     798000 | PA      | $828638.38     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     440000 | PA      | $455983.22     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     145000 | PA      | $143815.06     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     145000 | PA      | $143212.05     | 0.00%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                      | Minerals Technologies, Inc.                                                                                                   | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     440000 | PA      | $437260.60     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $588356.03     | 0.00%             | 2036-04-22      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2248998.70    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co., Series 12-A                                                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     551000 | PA      | $461003.10     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co.                                                                                                         | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     620000 | PA      | $615975.82     | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co., Series B                                                                                               | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     408000 | PA      | $262617.80     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2017A                                              | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     225000 | PA      | $160102.03     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2020A                                              | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     500000 | PA      | $346410.06     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                            | Miter Brands Acquisition Holdco, Inc.                                                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     764000 | PA      | $754518.45     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AH0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     455000 | PA      | $460654.89     | 0.00%             | 2028-07-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     650000 | PA      | $660580.82     | 0.00%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     535000 | PA      | $541055.77     | 0.00%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AM9<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $197158.01     | 0.00%             | 2030-09-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AN7<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $246429.81     | 0.00%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AA1<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |     585000 | PA      | $602703.89     | 0.00%             | 2033-02-28      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |     465000 | PA      | $477246.00     | 0.00%             | 2028-09-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |     385000 | PA      | $390350.85     | 0.00%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395890.98     | 0.00%             | 2031-01-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     515000 | PA      | $509347.39     | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1250000 | PA      | $1242535.90    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     975000 | PA      | $900628.52     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     863000 | PA      | $856808.95     | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1400000 | PA      | $1257486.18    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1636000 | PA      | $1609714.95    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1670000 | PA      | $1406763.81    | 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        |    1728000 | PA      | $1657484.28    | 0.00%             | 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        |    1126000 | PA      | $1043586.94    | 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        |    1311000 | PA      | $1182437.60    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1945000 | PA      | $1718469.50    | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     880000 | PA      | $779439.89     | 0.00%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     855000 | PA      | $766436.62     | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     930000 | PA      | $927321.52     | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     610000 | PA      | $589740.88     | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1485000 | PA      | $1493458.34    | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1394000 | PA      | $1402986.08    | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1150000 | PA      | $1163367.26    | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     570000 | PA      | $584070.56     | 0.00%             | 2033-09-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1315000 | PA      | $1335148.18    | 0.00%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                                                             | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     530000 | PA      | $543520.07     | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1570000 | PA      | $1605429.28    | 0.00%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     655000 | PA      | $663778.48     | 0.00%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     865000 | PA      | $883298.14     | 0.00%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1060000 | PA      | $1078646.04    | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1545000 | PA      | $1569671.49    | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     760000 | PA      | $771666.77     | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1405000 | PA      | $1436979.52    | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     620000 | PA      | $629140.27     | 0.00%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1450000 | PA      | $1485433.04    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $988522.76     | 0.00%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $992819.71     | 0.00%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $787936.81     | 0.00%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1070000 | PA      | $1049075.43    | 0.00%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $400148.97     | 0.00%             | 2030-04-18      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DV3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $399112.83     | 0.00%             | 2037-04-21      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $349597.91     | 0.00%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DY7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $200224.10     | 0.00%             | 2047-04-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                                      | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: 60682LAG7<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $291600.09     | 0.00%             | 2030-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                                      | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: 60682LAH5<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |     560000 | PA      | $563671.39     | 0.00%             | 2027-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                          | Mitsui Fudosan Co. Ltd.                                                                                                       | CUSIP: 60683MAC3<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $294774.91     | 0.00%             | 2029-01-24      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1105000 | PA      | $1088017.64    | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1375000 | PA      | $1367644.56    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     855000 | PA      | $849625.80     | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     809000 | PA      | $772910.33     | 0.00%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     540000 | PA      | $509817.45     | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     665000 | PA      | $611860.59     | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1085000 | PA      | $978699.69     | 0.00%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1008000 | PA      | $897737.50     | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     685000 | PA      | $601607.95     | 0.00%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     850000 | PA      | $746908.66     | 0.00%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1025000 | PA      | $905094.03     | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     565000 | PA      | $544350.54     | 0.00%             | 2030-05-22      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     635000 | PA      | $643385.89     | 0.00%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     590000 | PA      | $612245.06     | 0.00%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1265000 | PA      | $1295289.07    | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     755000 | PA      | $782455.29     | 0.00%             | 2031-05-27      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     730000 | PA      | $758801.93     | 0.00%             | 2034-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1240000 | PA      | $1272876.37    | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     985000 | PA      | $1022903.51    | 0.00%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     810000 | PA      | $827286.64     | 0.00%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     835000 | PA      | $856238.72     | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     700000 | PA      | $714973.88     | 0.00%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     835000 | PA      | $856946.18     | 0.00%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $405097.04     | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     450000 | PA      | $455214.96     | 0.00%             | 2036-05-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     955000 | PA      | $954467.77     | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1700000 | PA      | $1705520.08    | 0.00%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $588661.52     | 0.00%             | 2032-05-12      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDS5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $588706.06     | 0.00%             | 2037-05-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                                                 | Mizuho Bank Ltd.                                                                                                              | CUSIP: 60688XBN9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    1405000 | PA      | $1407505.19    | 0.00%             | 2029-04-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                                                 | Mizuho Bank Ltd.                                                                                                              | CUSIP: 60688XBP4<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    1035000 | PA      | $1041354.88    | 0.00%             | 2031-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                                                 | Mizuho Bank Ltd.                                                                                                              | CUSIP: 60688XBQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    1400000 | PA      | $1392038.65    | 0.00%             | 2036-04-16      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                                                 | Mizuho Bank Ltd.                                                                                                              | CUSIP: 60688XBR0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |     905000 | PA      | $897131.74     | 0.00%             | 2046-04-16      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                                          | Mobius Merger Sub, Inc.                                                                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $374101.69     | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                          | Mohawk Industries, Inc.                                                                                                       | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     550000 | PA      | $527926.42     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                          | Mohawk Industries, Inc.                                                                                                       | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     800000 | PA      | $822579.57     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $604539.31     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $644030.85     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     950000 | PA      | $936467.35     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     720000 | PA      | $668069.83     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     762000 | PA      | $684167.32     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     775000 | PA      | $774206.07     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     815000 | PA      | $829156.25     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291118.64     | 0.00%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                                                             | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     375000 | PA      | $381398.38     | 0.00%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1222985.10    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1380125.15    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     995000 | PA      | $989683.94     | 0.00%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1156782.11    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $798307.27     | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1049817.28    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     778000 | PA      | $662359.26     | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     245000 | PA      | $222240.32     | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     820000 | PA      | $828866.22     | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     890000 | PA      | $871783.78     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     310000 | PA      | $309695.42     | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249277.12     | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249903.78     | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                             | CUSIP: 60937LAL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $201206.48     | 0.00%             | 2032-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $465778.73     | 0.00%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     920000 | PA      | $869267.90     | 0.00%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $89393.16      | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | Montefiore Obligated Group, Series 18-C                                                                                       | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     462000 | PA      | $379536.15     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Montefiore Obligated Group                                                       | Montefiore Obligated Group                                                                                                    | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     312000 | PA      | $214337.06     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     654000 | PA      | $613940.32     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     787000 | PA      | $773505.53     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     720000 | PA      | $719450.40     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     545000 | PA      | $476355.08     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     370000 | PA      | $245943.42     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     780000 | PA      | $553524.10     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     805000 | PA      | $710292.12     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     795000 | PA      | $469812.68     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     655000 | PA      | $476005.17     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390267.67     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     410000 | PA      | $409935.66     | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                       | Moog, Inc.                                                                                                                    | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     395000 | PA      | $396063.29     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2200375.90    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2001988.36    | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1619078.98    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                                                                      | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     847707 | PA      | $839530.40     | 0.00%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $396168.51     | 0.00%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class B                                                                       | CUSIP: 61691UBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $452763.18     | 0.00%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class C                                                                       | CUSIP: 61691UBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $216314.24     | 0.00%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-HR8, Class B                                                                      | CUSIP: 61692BCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62500 | PA      | $52595.72      | 0.00%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L6, Class C                                                                       | CUSIP: 61692CBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $207291.26     | 0.00%             | 2054-06-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3130712.94    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3641000 | PA      | $3386272.89    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2228308.73    | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $2897403.90    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $2813098.07    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2575099.12    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $1315874.16    | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1726914.05    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3586000 | PA      | $3546073.88    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2769000 | PA      | $2429169.87    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3994227.86    | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1373524.77    | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2469000 | PA      | $2040870.99    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2441061.41    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3409820.03    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3228000 | PA      | $2794937.28    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2279786.24    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2783000 | PA      | $2506546.59    | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $1934918.85    | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1549947.58    | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1883349.50    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2046153.12    | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $3039842.39    | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2201632.09    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2240102.14    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3927457.35    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3736899.66    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1685629.40    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3099351.15    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1583975.21    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1921498.04    | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3865395.73    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2824954.72    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1357137.02    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1870895.86    | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2373006.13    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3255770.69    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2432102.77    | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3399158.02    | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3178868.56    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2881813.32    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1305776.85    | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2949949.64    | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3259818.13    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3060154.94    | 0.01%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2977958.48    | 0.01%             | 2047-03-13      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2881388.53    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2276231.49    | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2716838.79    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                                      | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1493777.93    | 0.00%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2745996.56    | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2774661.73    | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1460457.95    | 0.00%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3058027.53    | 0.01%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2837986.52    | 0.01%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3532834.49    | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2650919.45    | 0.01%             | 2030-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2040085.48    | 0.01%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1159266.19    | 0.00%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2462000 | PA      | $2455740.75    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class A5                                                                      | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $992948.91     | 0.00%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                                                       | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $380597.46     | 0.00%             | 2051-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class A4                                                                      | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     880000 | PA      | $849723.56     | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-L4, Class A2                                                                      | CUSIP: 61770KAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1960207 | PA      | $1818674.66    | 0.00%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $1889084.01    | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class A4                                                                      | CUSIP: 61772TBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $444107.73     | 0.00%             | 2054-10-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class A5                                                                      | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2226571.25    | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     310000 | PA      | $313792.24     | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     290000 | PA      | $289438.43     | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2225394.16    | 0.01%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1989325.24    | 0.01%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2880372.73    | 0.01%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2072467.69    | 0.01%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2785442.83    | 0.01%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class A3                                                 | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1030573.18    | 0.00%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class A3                                                 | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $152030.24     | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     710000 | PA      | $627486.44     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     564000 | PA      | $570824.21     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     380000 | PA      | $355315.81     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     740000 | PA      | $735389.12     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     580000 | PA      | $591157.22     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     155000 | PA      | $154042.92     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     315000 | PA      | $312210.85     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                              | Moss Creek Resources Holdings, Inc.                                                                                           | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     765000 | PA      | $774682.75     | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                                | Motion Bondco DAC                                                                                                             | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     495000 | PA      | $475435.86     | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Motiva Enterprises LLC                                                           | Motiva Enterprises LLC                                                                                                        | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1124996.63    | 0.00%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                                | Motion Finco SARL                                                                                                             | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     255000 | PA      | $209230.00     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     571000 | PA      | $543365.12     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1305087.24    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1080307.04    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     982000 | PA      | $886264.00     | 0.00%             | 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        |    1115000 | PA      | $1015765.50    | 0.00%             | 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        |     685000 | PA      | $709396.99     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     465000 | PA      | $470831.40     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     505000 | PA      | $510908.10     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     445000 | PA      | $448718.10     | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355066.69     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     635000 | PA      | $648468.25     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | Mount Nittany Medical Center Obligated Group, Series 2022                                                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $224006.39     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                     | Mueller Water Products, Inc.                                                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     490000 | PA      | $473882.55     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4335141.64    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2329002.91    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG                                                                                 | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    1040000 | PA      | $1069884.57    | 0.00%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     964000 | PA      | $1028472.94    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     301000 | PA      | $325065.81     | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     803000 | PA      | $886254.46     | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    1555000 | PA      | $1535596.72    | 0.00%             | 2029-10-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62628PAJ5<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    1165000 | PA      | $1172725.77    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62630CEG2<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     290000 | PA      | $287184.04     | 0.00%             | 2027-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62630CEK3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    1275000 | PA      | $1283374.34    | 0.00%             | 2029-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     342000 | PA      | $296951.78     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     674000 | PA      | $678209.56     | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     475000 | PA      | $478594.15     | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     405000 | PA      | $405071.80     | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     535000 | PA      | $528914.79     | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     591000 | PA      | $551903.00     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    1000000 | PA      | $1015207.90    | 0.00%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $804512.51     | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $806333.42     | 0.00%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     675000 | PA      | $687350.59     | 0.00%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     370000 | PA      | $374018.53     | 0.00%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     280000 | PA      | $281120.18     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     655000 | PA      | $661032.83     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     285000 | PA      | $284439.65     | 0.00%             | 2028-06-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     425000 | PA      | $419358.33     | 0.00%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co.                                                    | Mutual of Omaha Insurance Co.                                                                                                 | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |     365000 | PA      | $368595.89     | 0.00%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     506000 | PA      | $432722.67     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     750000 | PA      | $596705.95     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     849000 | PA      | $845279.18     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub, Inc.                                                       | Utah Acquisition Sub, Inc.                                                                                                    | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     450000 | PA      | $365819.09     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1513000 | PA      | $1381226.42    | 0.00%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     530000 | PA      | $474302.03     | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1525000 | PA      | $1570951.61    | 0.00%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $1070546.92    | 0.00%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     435000 | PA      | $433306.37     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2J0<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     635000 | PA      | $631874.18     | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     400000 | PA      | $394459.93     | 0.00%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     730000 | PA      | $714919.55     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     501000 | PA      | $486786.55     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $626368.24     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     410000 | PA      | $409011.25     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1717054.65    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1180000 | PA      | $1147727.47    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     750000 | PA      | $725742.90     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                                 | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     585000 | PA      | $593155.96     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                | NFE Financing LLC                                                                                                             | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2642282 | PA      | $1198168.19    | 0.00%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     642000 | PA      | $742572.58     | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     673000 | PA      | $673866.20     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG Global Funding                                                                                                            | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     275000 | PA      | $280624.66     | 0.00%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG Global Funding                                                                                                            | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     345000 | PA      | $338765.86     | 0.00%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                               | NMI Holdings, Inc.                                                                                                            | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     270000 | PA      | $276692.04     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                                                                      | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     905000 | PA      | $938709.07     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                                                                      | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1348673.34    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     634000 | PA      | $581773.38     | 0.00%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     781000 | PA      | $782504.58     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     835000 | PA      | $831820.24     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     881000 | PA      | $868455.44     | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     920000 | PA      | $889219.83     | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     575000 | PA      | $549059.01     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     935000 | PA      | $868463.24     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     496000 | PA      | $458270.39     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     745000 | PA      | $809904.95     | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1002820.82    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     935000 | PA      | $946153.50     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799417.44     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     550000 | PA      | $543685.30     | 0.00%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     625000 | PA      | $612687.17     | 0.00%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1210972.03    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2318882.74    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     205000 | PA      | $203569.59     | 0.00%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184331.23     | 0.00%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89650.80      | 0.00%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                        | NVR, Inc.                                                                                                                     | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     525000 | PA      | $494147.20     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     652000 | PA      | $666415.23     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals, Series 13-A                                                                                            | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140610.73     | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                                                         | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     290000 | PA      | $259390.86     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                                                         | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     765000 | PA      | $650610.20     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     940000 | PA      | $834643.43     | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     855000 | PA      | $610083.14     | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     730000 | PA      | $472204.99     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     910000 | PA      | $684491.18     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1168300.45    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     779000 | PA      | $769517.67     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $967159.53     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1407050.62    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     745000 | PA      | $745719.45     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     265000 | PA      | $265145.13     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     460000 | PA      | $458402.41     | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $367209.77     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     635000 | PA      | $634909.21     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals, Series 2020                                                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     215000 | PA      | $144389.21     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1577000 | PA      | $1495389.79    | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     955000 | PA      | $842653.69     | 0.00%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     819000 | PA      | $819072.66     | 0.00%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     840000 | PA      | $846913.68     | 0.00%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     845000 | PA      | $858583.04     | 0.00%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1110000 | PA      | $1125914.05    | 0.00%             | 2031-07-02      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1010000 | PA      | $1012226.05    | 0.00%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1300000 | PA      | $1304409.19    | 0.00%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     975000 | PA      | $981704.94     | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1175000 | PA      | $1187042.33    | 0.00%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1785000 | PA      | $1816437.52    | 0.00%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     705000 | PA      | $740400.12     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     620000 | PA      | $654305.17     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     545000 | PA      | $569024.14     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nakilat, Inc.                                                                    | Nakilat, Inc.                                                                                                                 | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     703321 | PA      | $711959.37     | 0.00%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BC8<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     360000 | PA      | $361770.63     | 0.00%             | 2040-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BH7<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     255000 | PA      | $252466.91     | 0.00%             | 2028-08-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     885000 | PA      | $845184.19     | 0.00%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     545000 | PA      | $553698.51     | 0.00%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     422000 | PA      | $311430.06     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     715000 | PA      | $477187.55     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     848000 | PA      | $745946.13     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     780000 | PA      | $544761.56     | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1222396.11    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $1188416.83    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     775000 | PA      | $776432.28     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     595000 | PA      | $600377.29     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                                    | Nassau Cos. of New York (The)                                                                                                 | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $265953.23     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1338000 | PA      | $1296868.34    | 0.00%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2115000 | PA      | $1907681.50    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AW1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1230000 | PA      | $859196.37     | 0.00%             | 2041-01-14      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1015000 | PA      | $925176.20     | 0.00%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1225000 | PA      | $1109850.89    | 0.00%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1235000 | PA      | $1316135.93    | 0.00%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BN0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     560000 | PA      | $564918.93     | 0.00%             | 2034-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     735000 | PA      | $750547.46     | 0.00%             | 2034-06-11      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     815000 | PA      | $819145.14     | 0.00%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     815000 | PA      | $840231.53     | 0.00%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     935000 | PA      | $937144.44     | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     375000 | PA      | $376971.78     | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $495534.69     | 0.00%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CR0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $494352.88     | 0.00%             | 2031-01-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     900000 | PA      | $911496.26     | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     920000 | PA      | $932654.59     | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     695000 | PA      | $705732.54     | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     770000 | PA      | $778520.34     | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     365000 | PA      | $372098.62     | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     165000 | PA      | $164689.00     | 0.00%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     995000 | PA      | $1024216.83    | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     465000 | PA      | $464651.67     | 0.00%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $746297.32     | 0.00%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     487000 | PA      | $482859.68     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     560000 | PA      | $558724.54     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     740000 | PA      | $674379.93     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     520000 | PA      | $530790.38     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     345000 | PA      | $358101.80     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     315000 | PA      | $321950.21     | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     580000 | PA      | $605048.07     | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     805000 | PA      | $821525.10     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                               | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     683000 | PA      | $617973.32     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208719.65     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Life Insurance Co.                                                      | National Life Insurance Co.                                                                                                   | CUSIP: 636792AB9<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52478.45      | 0.00%             | 2068-07-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                                   | National Mentor Holdings, Inc.                                                                                                | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1276419.72    | 0.00%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                        | NOV, Inc.                                                                                                                     | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1050801.20    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                        | NOV, Inc.                                                                                                                     | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     673000 | PA      | $650945.16     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     555000 | PA      | $548541.33     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258873.65     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     343000 | PA      | $294698.23     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     567000 | PA      | $524026.47     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     255000 | PA      | $161775.57     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     510000 | PA      | $351866.35     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     500000 | PA      | $306093.44     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     610000 | PA      | $626545.99     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     475000 | PA      | $482968.14     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     475000 | PA      | $471681.78     | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     450000 | PA      | $522031.77     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     644000 | PA      | $619132.07     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     480000 | PA      | $475802.73     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     799000 | PA      | $787482.32     | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     385000 | PA      | $380618.41     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     925000 | PA      | $757947.50     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     830000 | PA      | $814674.27     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     881000 | PA      | $718871.41     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     220000 | PA      | $203798.31     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     385000 | PA      | $330366.75     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     490000 | PA      | $424037.01     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     620000 | PA      | $558630.35     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     465000 | PA      | $451988.81     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     720000 | PA      | $759718.54     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     580000 | PA      | $602771.83     | 0.00%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     360000 | PA      | $362979.98     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     595000 | PA      | $599522.22     | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     625000 | PA      | $634601.84     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     570000 | PA      | $576566.63     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     635000 | PA      | $647877.00     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     625000 | PA      | $630586.20     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     480000 | PA      | $490837.52     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     550000 | PA      | $548636.13     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     245000 | PA      | $246762.40     | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     270000 | PA      | $274488.61     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp., Series D                                                                  | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     530000 | PA      | $527657.49     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     225000 | PA      | $223861.27     | 0.00%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     660000 | PA      | $654500.22     | 0.00%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp., Series D                                                                  | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     620000 | PA      | $615463.16     | 0.00%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1256035.27    | 0.00%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     610000 | PA      | $618574.21     | 0.00%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     535000 | PA      | $543969.63     | 0.00%             | 2029-06-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250757.34     | 0.00%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253399.20     | 0.00%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     230000 | PA      | $227171.97     | 0.00%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     365000 | PA      | $362309.77     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     293000 | PA      | $265939.43     | 0.00%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $918450.78     | 0.00%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nationwide Children's Hospital, Inc.                                             | Nationwide Children's Hospital, Inc.                                                                                          | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     263000 | PA      | $223608.60     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1291468.02    | 0.00%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1310000 | PA      | $1279671.60    | 0.00%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1035000 | PA      | $1041519.34    | 0.00%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1005000 | PA      | $1022168.47    | 0.00%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $600646.60     | 0.00%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $736155.18     | 0.00%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $592563.85     | 0.00%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     590000 | PA      | $671798.24     | 0.00%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     260000 | PA      | $291278.54     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     725000 | PA      | $933435.58     | 0.00%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AL1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     383000 | PA      | $329496.11     | 0.00%             | 2044-04-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1066722.75    | 0.00%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1409751.16    | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy (The)                                                         | Nature Conservancy (The), Series A                                                                                            | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     400000 | PA      | $310989.96     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1028262.92    | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     985000 | PA      | $999231.02     | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     975000 | PA      | $1027001.29    | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     715000 | PA      | $734857.36     | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1385000 | PA      | $1436278.56    | 0.00%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $569429.28     | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1510000 | PA      | $1523252.47    | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1011620.35    | 0.00%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $775453.18     | 0.00%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     795000 | PA      | $805088.76     | 0.00%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1380000 | PA      | $1412887.08    | 0.00%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $503442.41     | 0.00%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $606470.35     | 0.00%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $790602.77     | 0.00%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $595865.63     | 0.00%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $804334.25     | 0.00%             | 2031-03-27      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $802383.93     | 0.00%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     695000 | PA      | $689704.22     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     525000 | PA      | $513093.74     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     660000 | PA      | $634323.58     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     585000 | PA      | $606709.99     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     755000 | PA      | $810659.79     | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     350000 | PA      | $336892.90     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     365000 | PA      | $385463.41     | 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        |     803000 | PA      | $812415.28     | 0.00%             | 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        |    1165000 | PA      | $964535.28     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     405000 | PA      | $410927.10     | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      55000 | PA      | $48700.45      | 0.00%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     635000 | PA      | $635235.45     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    1200000 | PA      | $1211745.48    | 0.00%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2578256.13    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1109900.09    | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1752708.24    | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                          | NESCO Holdings II, Inc.                                                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1004978.33    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAA9<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1025589.43    | 0.00%             | 2029-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     275000 | PA      | $278779.18     | 0.00%             | 2031-03-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAD3<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     150000 | PA      | $139355.52     | 0.00%             | 2054-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAE1<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297227.29     | 0.00%             | 2031-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAF8<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296900.54     | 0.00%             | 2033-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAG6<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296564.24     | 0.00%             | 2036-03-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1320461.02    | 0.00%             | 2028-09-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1311803.77    | 0.00%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1039942.37    | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     980000 | PA      | $940134.26     | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     890000 | PA      | $783119.38     | 0.00%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     925000 | PA      | $871779.40     | 0.00%             | 2028-09-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AX2<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     870000 | PA      | $767094.79     | 0.00%             | 2031-09-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     520000 | PA      | $365962.42     | 0.00%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $747389.19     | 0.00%             | 2051-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $700098.28     | 0.00%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350033.30     | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BD5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1284105.50    | 0.00%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $934015.61     | 0.00%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1243513.78    | 0.00%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BG8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     790000 | PA      | $806062.50     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BH6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     540000 | PA      | $547524.50     | 0.00%             | 2033-03-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BL7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     361000 | PA      | $367457.78     | 0.00%             | 2028-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BM5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     410000 | PA      | $423152.51     | 0.00%             | 2030-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BN3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     855000 | PA      | $881832.24     | 0.00%             | 2033-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     575000 | PA      | $561782.04     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     877000 | PA      | $806819.18     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     715000 | PA      | $731319.04     | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     575000 | PA      | $586504.98     | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2069000 | PA      | $2094248.53    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $2063484.52    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1171536.29    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1266143.96    | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $1135314.21    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1115249.20    | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1030874.90    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC                                                       | Neuberger Berman Group LLC                                                                                                    | CUSIP: 64128XAE0<br>LEI: 549300XIWEKOTC8HO652 | Long             | DBT              | CORP              | US        |     445000 | PA      | $377780.55     | 0.00%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series N                                                                                                    | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     323000 | PA      | $356456.83     | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series R                                                                                                    | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     570000 | PA      | $633666.47     | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series CC                                                                                                   | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     820000 | PA      | $803397.97     | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series DD                                                                                                   | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     550000 | PA      | $508258.90     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series EE                                                                                                   | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     425000 | PA      | $271366.67     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series GG                                                                                                   | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     360000 | PA      | $355340.81     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co.                                                                                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     560000 | PA      | $560209.75     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co.                                                                                                              | CUSIP: 641423CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35218.62      | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick                                                        | Province of New Brunswick                                                                                                     | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     950000 | PA      | $943184.67     | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     441000 | PA      | $327510.01     | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     527000 | PA      | $314734.41     | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     290000 | PA      | $286963.51     | 0.00%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BK9<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177063.94     | 0.00%             | 2055-09-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                            | New Enterprise Stone & Lime Co., Inc.                                                                                         | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     270000 | PA      | $271742.53     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                            | New Enterprise Stone & Lime Co., Inc.                                                                                         | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     606000 | PA      | $599779.67     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                        | New Fortress Energy, Inc.                                                                                                     | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     230000 | PA      | $41061.08      | 0.00%             | 2029-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                                             | Risewell Homes, Inc.                                                                                                          | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     305000 | PA      | $316009.78     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                                             | Risewell Homes, Inc.                                                                                                          | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     405000 | PA      | $413857.45     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority, Series A                                                                           | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     804000 | PA      | $840918.35     | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2010B                                                                  | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    1210000 | PA      | $1316959.52    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2009F                                                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    1055000 | PA      | $1237299.56    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2010A                                                                                   | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    1435000 | PA      | $1640246.43    | 0.00%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                                       | New Mountain Finance Corp.                                                                                                    | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39986.92      | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| New Mountain Finance Corp.                                                       | New Mountain Finance Corp.                                                                                                    | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     310000 | PA      | $309843.58     | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     775000 | PA      | $778465.98     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                                                           | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     470000 | PA      | $470327.81     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     515000 | PA      | $419484.31     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     350000 | PA      | $269334.39     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The), Series 2019                                                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     572000 | PA      | $388682.62     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     105000 | PA      | $71876.04      | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     208000 | PA      | $113286.20     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1190709.39    | 0.00%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     879000 | PA      | $977560.30     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    1127000 | PA      | $854687.60     | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1136388.91    | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     853000 | PA      | $835054.69     | 0.00%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     810000 | PA      | $709281.11     | 0.00%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $905689.44     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     640000 | PA      | $635673.75     | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     915000 | PA      | $923664.19     | 0.00%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     930000 | PA      | $916541.98     | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     741000 | PA      | $749333.04     | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1115873.14    | 0.00%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     960000 | PA      | $967546.43     | 0.00%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     415000 | PA      | $422276.29     | 0.00%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFJ7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     580000 | PA      | $577088.89     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     575000 | PA      | $578248.04     | 0.00%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFL2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130049.92     | 0.00%             | 2027-12-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     465000 | PA      | $474451.33     | 0.00%             | 2035-01-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     575000 | PA      | $576892.40     | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     770000 | PA      | $767471.42     | 0.00%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFR9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     440000 | PA      | $433973.82     | 0.00%             | 2031-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     445000 | PA      | $441763.77     | 0.00%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBM9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     505000 | PA      | $508733.56     | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     635000 | PA      | $636220.30     | 0.00%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BCG1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497716.45     | 0.00%             | 2029-04-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2011C-1                                                                                              | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     450000 | PA      | $451185.29     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2011F-1                                                                                              | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1052839.20    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2024B, Sub-Series B1                                                                                 | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2019368.90    | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2023B, Sub-Series B-2                                                                                | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      75000 | PA      | $69493.32      | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series C-2                                                                                 | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     450000 | PA      | $440556.12     | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series D-1                                                                                 | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     100000 | PA      | $90570.38      | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series D-2                                                                                 | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     250000 | PA      | $239200.90     | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      90000 | PA      | $92864.04      | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     230000 | PA      | $239174.40     | 0.00%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      40000 | PA      | $40492.23      | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series E-1                                                                                 | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     205000 | PA      | $200396.51     | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series E-1                                                                                 | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     350000 | PA      | $330919.67     | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series E-2                                                                                 | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     750000 | PA      | $695611.32     | 0.00%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series H-1                                                                                 | CUSIP: 64966SVP8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     225000 | PA      | $223262.82     | 0.00%             | 2046-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series H-1                                                                                 | CUSIP: 64966SVQ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     710000 | PA      | $707469.56     | 0.00%             | 2052-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010DD                                                                | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     225000 | PA      | $229836.73     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010GG                                                                | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     250000 | PA      | $249048.48     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011AA                                                                | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     525000 | PA      | $503280.42     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011CC                                                                | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     975000 | PA      | $978127.44     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     253000 | PA      | $171226.25     | 0.00%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     825000 | PA      | $720141.88     | 0.00%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1035175.67    | 0.00%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     355000 | PA      | $370561.94     | 0.00%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     830000 | PA      | $838680.24     | 0.00%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     420000 | PA      | $414188.93     | 0.00%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2025B                                                                              | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     500000 | PA      | $512386.36     | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2025B                                                                              | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     300000 | PA      | $306647.92     | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2009F                                                                              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      45000 | PA      | $45906.67      | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                   | Empire State Development Corp., Series 2009E                                                                                  | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     115000 | PA      | $117818.12     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                             | Newfold Digital Holdings Group, Inc.                                                                                          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     428711 | PA      | $331881.35     | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                             | Newfold Digital Holdings Group, Inc.                                                                                          | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     446648 | PA      | $163512.60     | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| Newcastle Coal Infrastructure Group Pty. Ltd.                                    | Newcastle Coal Infrastructure Group Pty. Ltd.                                                                                 | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     176181 | PA      | $174830.01     | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Newcastle Coal Infrastructure Group Pty. Ltd.                                    | Newcastle Coal Infrastructure Group Pty. Ltd.                                                                                 | CUSIP: 65106WAB1<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     513069 | PA      | $497275.96     | 0.00%             | 2031-05-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     405000 | PA      | $386083.87     | 0.00%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     652000 | PA      | $561046.88     | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     620000 | PA      | $626282.49     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     548000 | PA      | $547660.14     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     510000 | PA      | $495017.71     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     910000 | PA      | $891489.04     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     550000 | PA      | $574491.75     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                  | NewMarket Corp.                                                                                                               | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     440000 | PA      | $398193.45     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Newmark Group, Inc.                                                              | Newmark Group, Inc.                                                                                                           | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $526441.51     | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     595000 | PA      | $551428.49     | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     550000 | PA      | $528993.80     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     401000 | PA      | $425081.68     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $935095.11     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAB5<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     682000 | PA      | $656830.45     | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAF6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     536000 | PA      | $422847.11     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     775000 | PA      | $799697.07     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1584994.08    | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                                    | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $982379.71     | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $186061.34     | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $435927.87     | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    1090000 | PA      | $1251467.01    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $344492.21     | 0.00%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1073802.74    | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1303000 | PA      | $1293878.12    | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     330000 | PA      | $296169.26     | 0.00%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $637867.45     | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     625000 | PA      | $608950.81     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     449000 | PA      | $446834.22     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1100801.90    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2117000 | PA      | $1931263.47    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1375206.39    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     803000 | PA      | $709230.55     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     625000 | PA      | $384582.27     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1189659.95    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     795000 | PA      | $802382.17     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     515000 | PA      | $517391.13     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1482718.13    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     645000 | PA      | $655137.07     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1353599.68    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1013523.56    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1033255.49    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1113939.07    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     375000 | PA      | $351485.34     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     870000 | PA      | $892445.55     | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1486780.58    | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1511948.32    | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     680000 | PA      | $706063.60     | 0.00%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     550000 | PA      | $554609.20     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     890000 | PA      | $905494.16     | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     845000 | PA      | $866239.70     | 0.00%             | 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        |    1015000 | PA      | $1034753.55    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     805000 | PA      | $788726.51     | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     630000 | PA      | $612162.52     | 0.00%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $595629.48     | 0.00%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     664000 | PA      | $659053.88     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     772000 | PA      | $802932.69     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1812012.03    | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3466990.76    | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498740.80     | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1017310.04    | 0.00%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     426000 | PA      | $343843.27     | 0.00%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     529000 | PA      | $492707.51     | 0.00%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     975000 | PA      | $970913.50     | 0.00%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     523000 | PA      | $470554.31     | 0.00%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     747000 | PA      | $461237.63     | 0.00%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAQ9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     415000 | PA      | $372862.34     | 0.00%             | 2032-01-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     540000 | PA      | $518691.80     | 0.00%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180421.59     | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     930000 | PA      | $869095.90     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     345000 | PA      | $338960.81     | 0.00%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     602000 | PA      | $468924.63     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $923942.92     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     820000 | PA      | $585900.44     | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    1507000 | PA      | $1423035.11    | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $938571.82     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1023126.23    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AF8<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     780000 | PA      | $771014.81     | 0.00%             | 2047-09-19      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1420000 | PA      | $1336508.64    | 0.00%             | 2050-01-23      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1125000 | PA      | $1006752.74    | 0.00%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     990000 | PA      | $876898.30     | 0.00%             | 2051-09-16      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     685000 | PA      | $711712.80     | 0.00%             | 2053-09-13      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1275000 | PA      | $1298228.10    | 0.00%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1500000 | PA      | $1581349.86    | 0.00%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     730000 | PA      | $730404.37     | 0.00%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     275000 | PA      | $275309.85     | 0.00%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1455316.81    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1235040.19    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     885000 | PA      | $771143.96     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     655000 | PA      | $565453.95     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     635000 | PA      | $644458.04     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     290000 | PA      | $297273.27     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     505000 | PA      | $514841.32     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     215000 | PA      | $222150.63     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     560000 | PA      | $570996.64     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     215000 | PA      | $221595.70     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1219807.21    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1013974.15    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     540000 | PA      | $539190.69     | 0.00%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     426000 | PA      | $434240.30     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     500000 | PA      | $465679.33     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     860000 | PA      | $751474.46     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     595000 | PA      | $574258.56     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1668336.00    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1072000 | PA      | $868749.57     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     843000 | PA      | $635494.53     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     684000 | PA      | $647883.27     | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2470000 | PA      | $2437799.17    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2573000 | PA      | $2405466.63    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                          | Nissan Auto Lease Trust, Series 2025-A, Class A3                                                                              | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1208115.44    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     495000 | PA      | $457919.41     | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1035244.34    | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     715000 | PA      | $713041.49     | 0.00%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $391658.32     | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     365000 | PA      | $362522.29     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1379148.54    | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables Owner Trust, Series 2025-A, Class A3                                                                  | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004207.82    | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables Owner Trust, Series 2025-A, Class A4                                                                  | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503733.81     | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia OYJ                                                                                                                     | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     650000 | PA      | $686010.76     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia OYJ                                                                                                                     | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     586000 | PA      | $584481.16     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     985000 | PA      | $1018077.33    | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     625000 | PA      | $651438.47     | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1560000 | PA      | $1646114.90    | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                             | Noble Finance II LLC                                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1509082.68    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1065000 | PA      | $1004329.62    | 0.00%             | 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        |    1340000 | PA      | $1228947.95    | 0.00%             | 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        |     885000 | PA      | $792027.10     | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1240000 | PA      | $1177486.73    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     880000 | PA      | $793611.15     | 0.00%             | 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        |    1020000 | PA      | $968934.29     | 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        |     460000 | PA      | $472153.42     | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     635000 | PA      | $640793.11     | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     530000 | PA      | $540619.18     | 0.00%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     610000 | PA      | $644666.59     | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     450000 | PA      | $463381.21     | 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        |     180000 | PA      | $189645.38     | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     635000 | PA      | $642078.14     | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     935000 | PA      | $964770.65     | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $600063.03     | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $403670.01     | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAJ4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $199888.74     | 0.00%             | 2027-07-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAK1<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $607384.78     | 0.00%             | 2028-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     413000 | PA      | $410145.83     | 0.00%             | 2033-09-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1215000 | PA      | $1231682.02    | 0.00%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     595000 | PA      | $594894.66     | 0.00%             | 2029-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     600000 | PA      | $593503.48     | 0.00%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |     370000 | PA      | $367152.67     | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |    1045000 | PA      | $1053198.54    | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |     515000 | PA      | $519211.25     | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |     575000 | PA      | $569420.60     | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QC45<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |     250000 | PA      | $246826.97     | 0.00%             | 2031-01-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     520000 | PA      | $531581.25     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     440000 | PA      | $456705.70     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     465000 | PA      | $464317.25     | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     372000 | PA      | $379495.59     | 0.00%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     859000 | PA      | $601712.23     | 0.00%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     412000 | PA      | $405361.04     | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     565000 | PA      | $536836.15     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     600000 | PA      | $552579.03     | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321110.95     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     670000 | PA      | $620283.50     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     565000 | PA      | $460798.62     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     670000 | PA      | $570167.37     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     711000 | PA      | $618066.68     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345860.93     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     843000 | PA      | $642138.56     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     778000 | PA      | $600565.77     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     770000 | PA      | $614013.79     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     943000 | PA      | $933966.65     | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     415000 | PA      | $353589.23     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     488000 | PA      | $379069.40     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     515000 | PA      | $353925.74     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     455000 | PA      | $428664.10     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     959000 | PA      | $616457.80     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     777000 | PA      | $491598.40     | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     680000 | PA      | $460255.22     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1072000 | PA      | $964625.71     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     785000 | PA      | $482484.35     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     535000 | PA      | $490135.97     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     495000 | PA      | $352081.83     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     815000 | PA      | $674457.73     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     515000 | PA      | $506387.50     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     654000 | PA      | $668475.40     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     985000 | PA      | $918511.99     | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     460000 | PA      | $477784.33     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     515000 | PA      | $513220.96     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261937.53     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AH8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    1410000 | PA      | $1221179.26    | 0.00%             | 2031-09-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: —       |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    1025000 | PA      | $1028715.63    | 0.00%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AK1<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     245000 | PA      | $245155.82     | 0.00%             | 2032-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AL9<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     850000 | PA      | $861516.29     | 0.00%             | 2028-03-09      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     660000 | PA      | $667035.84     | 0.00%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $198395.25     | 0.00%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $199082.81     | 0.00%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AR6<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $198160.75     | 0.00%             | 2031-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AS4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $198661.77     | 0.00%             | 2036-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     429000 | PA      | $446582.88     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | North Haven Private Income Fund LLC                                                                                           | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82958.10      | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | North Haven Private Income Fund LLC                                                                                           | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     235000 | PA      | $228891.40     | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | North Texas Tollway Authority, Series 2009B                                                                                   | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    1248000 | PA      | $1356299.36    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | Northeastern University, Series 2020                                                                                          | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     268000 | PA      | $174680.09     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     960000 | PA      | $753498.74     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     844000 | PA      | $561586.61     | 0.00%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     645000 | PA      | $611777.49     | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     505000 | PA      | $527369.63     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     680000 | PA      | $704581.26     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                     | Northern Star Resources Ltd.                                                                                                  | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     690000 | PA      | $714853.70     | 0.00%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     385000 | PA      | $417926.81     | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     348000 | PA      | $378097.94     | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     489000 | PA      | $487470.78     | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $383397.97     | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     466000 | PA      | $343942.19     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     834000 | PA      | $537507.86     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     541000 | PA      | $324349.97     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     360000 | PA      | $325247.92     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     468000 | PA      | $315405.34     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     385000 | PA      | $319220.51     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     800000 | PA      | $723140.69     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     600000 | PA      | $567932.77     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     625000 | PA      | $628613.13     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     385000 | PA      | $376060.93     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     945000 | PA      | $929872.86     | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772DC0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     625000 | PA      | $601767.27     | 0.00%             | 2056-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     490000 | PA      | $478531.73     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     484000 | PA      | $477544.37     | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     546000 | PA      | $540452.89     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     864000 | PA      | $837435.96     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1376872.92    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1494041.39    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     740000 | PA      | $792757.65     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     670000 | PA      | $664498.19     | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     465000 | PA      | $454650.06     | 0.00%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                  | Northriver Midstream Finance LP                                                                                               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     630000 | PA      | $645973.09     | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     628000 | PA      | $606450.28     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1255742.86    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     965000 | PA      | $756501.14     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2192187.33    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $1929965.67    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1274637.54    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     615000 | PA      | $601797.05     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     753000 | PA      | $699167.27     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1282394.86    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     880000 | PA      | $776897.78     | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     835000 | PA      | $840739.21     | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     720000 | PA      | $718426.74     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $944131.84     | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     640000 | PA      | $643825.04     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     655000 | PA      | $667192.07     | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     472000 | PA      | $365093.45     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     820000 | PA      | $659560.50     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     570000 | PA      | $416026.64     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                                                                        | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     363000 | PA      | $362317.75     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                                               | NorthWestern Corp.                                                                                                            | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     595000 | PA      | $484069.65     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                                               | NorthWestern Corp.                                                                                                            | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172590.63     | 0.00%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                 | Northwestern Memorial Healthcare Obligated Group, Series 2021                                                                 | CUSIP: 668103AC8<br>LEI: 549300SYNDSEG3SY2U05 | Long             | DBT              | CORP              | US        |     285000 | PA      | $173815.39     | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     857000 | PA      | $883491.52     | 0.00%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1077827.22    | 0.00%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1141649.35    | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $784205.27     | 0.00%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92737.30      | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1089849.60    | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     680000 | PA      | $680334.01     | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     720000 | PA      | $726680.22     | 0.00%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1063670.67    | 0.00%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     555000 | PA      | $568203.02     | 0.00%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     480000 | PA      | $478807.36     | 0.00%             | 2027-09-12      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     315000 | PA      | $318928.11     | 0.00%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     215000 | PA      | $215676.91     | 0.00%             | 2028-03-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2W8<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     615000 | PA      | $616360.93     | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258874.27     | 0.00%             | 2028-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2Z1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     370000 | PA      | $364677.23     | 0.00%             | 2031-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                                                                       | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     548000 | PA      | $510732.29     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University, Series 2017                                                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     369000 | PA      | $264935.64     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University, Series 2020                                                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     253000 | PA      | $154357.56     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                                                                       | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     475000 | PA      | $476308.23     | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     965000 | PA      | $969762.68     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1009783.30    | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     925000 | PA      | $901448.60     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2C0<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     600000 | PA      | $608055.45     | 0.00%             | 2033-05-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2D8<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     600000 | PA      | $619930.21     | 0.00%             | 2028-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2E6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410592.38     | 0.00%             | 2030-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2F3<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     800000 | PA      | $806254.16     | 0.00%             | 2031-09-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                    | Brundage-Bone Concrete Pumping Holdings, Inc.                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $422080.85     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     180000 | PA      | $142595.96     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     732000 | PA      | $475319.51     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     314000 | PA      | $196111.43     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     745000 | PA      | $604974.40     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1460789.82    | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1104576.12    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1387139.52    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1539154.48    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $694215.29     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1123897.32    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     830000 | PA      | $816109.46     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     970000 | PA      | $935818.80     | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     660000 | PA      | $571971.42     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     930000 | PA      | $924739.40     | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     830000 | PA      | $819167.61     | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     760000 | PA      | $749264.23     | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     600000 | PA      | $586216.38     | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     530000 | PA      | $505542.63     | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     480000 | PA      | $456490.07     | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     765000 | PA      | $762782.04     | 0.00%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     905000 | PA      | $903566.54     | 0.00%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1386339.73    | 0.00%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1369755.54    | 0.00%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     775000 | PA      | $775698.66     | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     315000 | PA      | $315135.26     | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1557260.04    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     795000 | PA      | $722072.85     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     755000 | PA      | $773819.64     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     440000 | PA      | $441760.36     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     455000 | PA      | $449332.04     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     455000 | PA      | $386305.64     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     594000 | PA      | $588246.96     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     440000 | PA      | $425973.99     | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     478000 | PA      | $468960.73     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     572000 | PA      | $371740.57     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     775000 | PA      | $678825.08     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     295000 | PA      | $245549.72     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     570000 | PA      | $504105.48     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     560000 | PA      | $572938.69     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     650000 | PA      | $654042.86     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     540000 | PA      | $546533.37     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     525000 | PA      | $580451.01     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      85000 | PA      | $80945.74      | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     816000 | PA      | $811527.00     | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $625115.24     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     593000 | PA      | $554973.47     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     532000 | PA      | $326430.73     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     175000 | PA      | $161895.04     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     695000 | PA      | $523798.48     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     720000 | PA      | $721458.24     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     620000 | PA      | $625228.09     | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     520000 | PA      | $526311.18     | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nufarm Australia Ltd.                                                            | Nufarm Australia Ltd.                                                                                                         | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     355000 | PA      | $325854.46     | 0.00%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     560000 | PA      | $561682.82     | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     605000 | PA      | $628810.77     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1722426.54    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1484000 | PA      | $1235618.59    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1958000 | PA      | $1438553.72    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     885000 | PA      | $633617.18     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1481770.61    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1258527.14    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     595000 | PA      | $612839.94     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $255840.07     | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     589000 | PA      | $540759.47     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $281833.79     | 0.00%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     354000 | PA      | $315551.57     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     693000 | PA      | $635661.09     | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     708000 | PA      | $702960.53     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     681000 | PA      | $600530.03     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     566000 | PA      | $531506.74     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $567868.47     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     665000 | PA      | $670461.53     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     705000 | PA      | $688566.06     | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $478890.78     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     435000 | PA      | $443208.02     | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     620000 | PA      | $632807.25     | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     692000 | PA      | $688367.21     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     595000 | PA      | $529270.97     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     685000 | PA      | $703682.75     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1241441.35    | 0.00%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1384520.69    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $638183.97     | 0.00%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                 | OGE Energy Corp.                                                                                                              | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     510000 | PA      | $521909.50     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nuveen Churchill Direct Lending Corp.                                            | Nuveen Churchill Direct Lending Corp.                                                                                         | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25102.97      | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     651000 | PA      | $644600.24     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     660000 | PA      | $659821.73     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     784000 | PA      | $772882.18     | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542591.16     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     585000 | PA      | $511710.08     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     900000 | PA      | $897084.08     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     630000 | PA      | $624928.98     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     530000 | PA      | $524041.50     | 0.00%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NYSEG Storm Funding LLC                                                          | NYSEG Storm Funding LLC, Series A-2                                                                                           | CUSIP: 67122QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $508237.02     | 0.00%             | 2032-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                        | OAK-Eagle Acquireco, Inc.                                                                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2974095.22    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                        | OAK-Eagle Acquireco, Inc.                                                                                                     | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2556162.51    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     360000 | PA      | $366622.43     | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     175000 | PA      | $172805.09     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     295000 | PA      | $309917.75     | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     395000 | PA      | $399354.67     | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     270000 | PA      | $267817.62     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                               | Chord Energy Corp.                                                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     650000 | PA      | $675692.10     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                               | Chord Energy Corp.                                                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     450000 | PA      | $459181.75     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     631000 | PA      | $502291.07     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     438000 | PA      | $331703.19     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     923000 | PA      | $1027704.02    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     560000 | PA      | $636498.83     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1762854.14    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     318000 | PA      | $375535.67     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     870000 | PA      | $899089.68     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1200343.97    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1287777.29    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1091216.93    | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     850000 | PA      | $869642.01     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1297843.65    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     745000 | PA      | $724961.43     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                                                               | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     335000 | PA      | $338595.62     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                                                               | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     375000 | PA      | $375556.70     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    1100000 | PA      | $1094967.88    | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    1995000 | PA      | $2004835.17    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    2166000 | PA      | $2174637.75    | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    1560000 | PA      | $1572065.17    | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |     980000 | PA      | $971812.13     | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    1100000 | PA      | $1117225.42    | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |     295000 | PA      | $295224.18     | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |      65000 | PA      | $64222.54      | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CS6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    2260000 | PA      | $2231227.23    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     609375 | PA      | $639102.93     | 0.00%             | 2031-01-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     485000 | PA      | $500889.22     | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     443000 | PA      | $396433.99     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     651000 | PA      | $570163.12     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     575000 | PA      | $407701.69     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     495000 | PA      | $403880.33     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     625000 | PA      | $634523.59     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     510000 | PA      | $489470.12     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     350000 | PA      | $340266.88     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     465000 | PA      | $450916.77     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     437000 | PA      | $489256.76     | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $389547.60     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $282980.80     | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Insurance, Inc.                                                    | Constellation Insurance, Inc.                                                                                                 | CUSIP: 67740QAG1<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |     260000 | PA      | $256114.67     | 0.00%             | 2031-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Constellation Insurance, Inc.                                                    | Constellation Insurance, Inc.                                                                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |     290000 | PA      | $290014.86     | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     395000 | PA      | $304643.12     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     472000 | PA      | $350293.25     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series P                                                                                                      | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     522000 | PA      | $484123.20     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series Q                                                                                                      | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     404000 | PA      | $352607.30     | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series R                                                                                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     595000 | PA      | $356045.48     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     425000 | PA      | $423957.62     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     395000 | PA      | $406147.98     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | Ohio Turnpike & Infrastructure Commission, Series 2020A                                                                       | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     160000 | PA      | $114394.82     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                      | Ohio State University (The), Series 2011A                                                                                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     200000 | PA      | $162369.84     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| OhioHealth Corp.                                                                 | OhioHealth Corp., Series 2020                                                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     390000 | PA      | $261501.88     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                 | OhioHealth Corp.                                                                                                              | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     399000 | PA      | $291400.71     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     515000 | PA      | $477628.02     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                        | Bapco Energies BSC Closed                                                                                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     700000 | PA      | $704937.62     | 0.00%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     603000 | PA      | $478938.37     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     459000 | PA      | $349234.20     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     305000 | PA      | $301560.24     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     465000 | PA      | $443767.66     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     350000 | PA      | $334185.28     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     585000 | PA      | $603353.81     | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $991214.73     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     390000 | PA      | $383834.32     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858CA7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     585000 | PA      | $584541.06     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    1375000 | PA      | $1298261.71    | 0.00%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     400000 | PA      | $376869.90     | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     330000 | PA      | $314995.92     | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                             | Old National Bancorp                                                                                                          | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24951.83      | 0.00%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     865000 | PA      | $610556.21     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     550000 | PA      | $563295.69     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     559000 | PA      | $541767.50     | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     710000 | PA      | $705018.69     | 0.00%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     665000 | PA      | $659338.16     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     845000 | PA      | $821891.33     | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     420000 | PA      | $410680.17     | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     750000 | PA      | $754194.22     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1666658.34    | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     985000 | PA      | $905432.93     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     904000 | PA      | $887457.57     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $982405.77     | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     970000 | PA      | $960746.00     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1172588.93    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     786000 | PA      | $788328.94     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     500000 | PA      | $446864.15     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     729000 | PA      | $538961.85     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     681000 | PA      | $597316.84     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     330000 | PA      | $326153.40     | 0.00%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $416843.25     | 0.00%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     385000 | PA      | $371785.57     | 0.00%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     765000 | PA      | $764602.18     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     633000 | PA      | $633292.40     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     440000 | PA      | $423376.94     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     715000 | PA      | $663742.51     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     720000 | PA      | $636990.54     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     395000 | PA      | $397902.43     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     795000 | PA      | $619467.46     | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 682142AK0<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     725000 | PA      | $769388.94     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                           | ON Semiconductor Corp.                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     685000 | PA      | $666765.38     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     450000 | PA      | $453759.90     | 0.00%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                                                                           | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1128455.75    | 0.00%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     640000 | PA      | $725677.28     | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     278000 | PA      | $309267.46     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     340000 | PA      | $402142.53     | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     465000 | PA      | $451323.06     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     513000 | PA      | $491052.60     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     305000 | PA      | $269285.14     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     670000 | PA      | $513170.18     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     488000 | PA      | $364766.68     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     703000 | PA      | $548536.12     | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     875000 | PA      | $862123.42     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     160000 | PA      | $165431.29     | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     588000 | PA      | $430748.02     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     822000 | PA      | $532661.78     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $955413.77     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     545000 | PA      | $394264.24     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     415000 | PA      | $382103.37     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     703000 | PA      | $409256.14     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237912.33     | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     478000 | PA      | $390265.52     | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     470000 | PA      | $464440.75     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     816000 | PA      | $713260.62     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     360000 | PA      | $360017.02     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     560000 | PA      | $585971.86     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     745000 | PA      | $706447.72     | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     615000 | PA      | $619795.35     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     420000 | PA      | $427941.94     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     475000 | PA      | $467472.22     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1090764.87    | 0.00%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1092654.25    | 0.00%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                | 180 Medical, Inc.                                                                                                             | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     512000 | PA      | $494174.87     | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                | 180 Medical, Inc.                                                                                                             | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     450000 | PA      | $440132.83     | 0.00%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     390000 | PA      | $341366.33     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     400000 | PA      | $338879.39     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     480000 | PA      | $435826.57     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     270000 | PA      | $263522.22     | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     800000 | PA      | $815587.43     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OneAmerica Financial Partners, Inc.                                              | OneAmerica Financial Partners, Inc.                                                                                           | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |     665000 | PA      | $486580.63     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    1470000 | PA      | $1442997.17    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     747000 | PA      | $737951.39     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2567735.60    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     785000 | PA      | $755533.30     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    1135000 | PA      | $1154862.50    | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     625000 | PA      | $630976.51     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     488000 | PA      | $509817.45     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     430000 | PA      | $427584.20     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     683000 | PA      | $582690.19     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     973000 | PA      | $973165.90     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     803000 | PA      | $704706.09     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     907000 | PA      | $901411.32     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     778000 | PA      | $748710.75     | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     615000 | PA      | $486455.23     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     840000 | PA      | $793212.09     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     760000 | PA      | $807149.39     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     426000 | PA      | $463372.51     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1002775.97    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     932000 | PA      | $955764.60     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124638.99     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1392826.85    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1080895.98    | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     425000 | PA      | $402520.12     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     625000 | PA      | $552441.96     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     750000 | PA      | $575539.24     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     650000 | PA      | $489059.71     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     449000 | PA      | $369739.82     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     895000 | PA      | $634155.48     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1027074.10    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     760000 | PA      | $755223.12     | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1103397.21    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1669683.18    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1303596.40    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     755000 | PA      | $693710.01     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     895000 | PA      | $905792.11     | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509746.68     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1330909.51    | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     295000 | PA      | $301675.83     | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     436000 | PA      | $402810.36     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     515000 | PA      | $442909.11     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     435000 | PA      | $393150.81     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     640000 | PA      | $635239.45     | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     705000 | PA      | $704513.56     | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1274346.23    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     690000 | PA      | $747773.70     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     680000 | PA      | $741366.64     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     685000 | PA      | $699057.36     | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     668000 | PA      | $667114.24     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     805000 | PA      | $740689.15     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     720000 | PA      | $710102.89     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     630000 | PA      | $608999.39     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     825000 | PA      | $860145.72     | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     840000 | PA      | $861590.58     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     595000 | PA      | $603487.46     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     630000 | PA      | $641347.61     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     790000 | PA      | $789855.38     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $507320.31     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     715000 | PA      | $712381.14     | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     780000 | PA      | $763979.97     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     875000 | PA      | $860738.09     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                | OneSky Flight LLC                                                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     550000 | PA      | $580487.69     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd.                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6153000 | PA      | $6355545.49    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                            | Ontario Gaming GTA LP                                                                                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $419805.46     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     410000 | PA      | $397572.10     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2585000 | PA      | $2272676.59    | 0.01%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1630000 | PA      | $1450662.58    | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1700000 | PA      | $1760198.13    | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $1977473.52    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1180000 | PA      | $1201737.71    | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2015000 | PA      | $1986583.29    | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     400000 | PA      | $396400.63     | 0.00%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2640000 | PA      | $2652577.96    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     290000 | PA      | $296042.33     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      20000 | PA      | $19824.63      | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2233000 | PA      | $2087533.02    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1420000 | PA      | $1262605.29    | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     785000 | PA      | $692444.36     | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1386000 | PA      | $1368817.94    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1110000 | PA      | $983101.97     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    1420000 | PA      | $1254667.40    | 0.00%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $225684.32     | 0.00%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    3615000 | PA      | $3627943.02    | 0.01%             | 2028-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    1355000 | PA      | $1375551.21    | 0.00%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     915000 | PA      | $932291.15     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     975000 | PA      | $943072.98     | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     910000 | PA      | $821876.68     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    1135000 | PA      | $1160835.33    | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $783718.97     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     668000 | PA      | $570193.04     | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2033                                                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     540000 | PA      | $539790.76     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2034                                                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     569000 | PA      | $548538.22     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2036                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     554000 | PA      | $554518.18     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2038                                                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     345000 | PA      | $345249.73     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1205858.55    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1202573.17    | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2015146.18    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1755264.94    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     706000 | PA      | $519487.44     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     622000 | PA      | $575748.78     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1229088.87    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1367139.85    | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $840029.54     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1193024.64    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2881000 | PA      | $1922304.78    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2819000 | PA      | $2757862.56    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1842000 | PA      | $1456558.65    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1447683.67    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1615098.97    | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2857651.70    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3174000 | PA      | $2285876.19    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $2496661.93    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $2005770.46    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2149000 | PA      | $1520067.45    | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3189000 | PA      | $2005507.58    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1493000 | PA      | $904399.92     | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1831000 | PA      | $1748396.15    | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $2837915.34    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1338197.66    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2184983.20    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2257869.80    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     960000 | PA      | $955432.87     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     735000 | PA      | $720121.76     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1538138.07    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $1767138.06    | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1582756.00    | 0.00%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1745585.85    | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1305986.09    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $957170.96     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1697578.27    | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1299258.54    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1862198.79    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1464206.71    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     990000 | PA      | $820590.67     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2135880.91    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2842599.30    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3844945.77    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $2899305.85    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2094600.03    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1860803.40    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3367162.28    | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3434481.27    | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3337259.00    | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2649641.12    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3921324.96    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $3759409.90    | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3734452.32    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                         | Option Care Health, Inc.                                                                                                      | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     544000 | PA      | $527493.31     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    1029000 | PA      | $998797.51     | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2220000 | PA      | $2177646.78    | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1974797.76    | 0.01%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1954355.66    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $49535.43      | 0.00%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2002B                                                                                | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |          0 | PA      | $0.00          | 0.00%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2003B                                                                                | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      74754 | PA      | $75912.27      | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon, Series 2003                                                                                                  | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     389086 | PA      | $393369.60     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | Oregon State University, Series 2020                                                                                          | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |     200000 | PA      | $134560.84     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     525000 | PA      | $553272.49     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $434135.78     | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1975229.49    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    1783000 | PA      | $1771697.21    | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     475000 | PA      | $479681.13     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     271000 | PA      | $268670.14     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     805000 | PA      | $716945.05     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $334667.97     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     285000 | PA      | $287052.32     | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     670000 | PA      | $681612.83     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     625000 | PA      | $628887.97     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $347093.07     | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $178043.22     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $301207.56     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $375145.46     | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                                                          | Oscar AcquisitionCo LLC                                                                                                       | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $254162.02     | 0.00%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                                                                 | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     500000 | PA      | $469384.64     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                                                                 | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     561000 | PA      | $561200.77     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     436000 | PA      | $428679.21     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1808949.10    | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     887000 | PA      | $677517.72     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     895000 | PA      | $611710.93     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     900000 | PA      | $917361.34     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     320000 | PA      | $327091.26     | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     220000 | PA      | $220474.38     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     645000 | PA      | $644635.46     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     550000 | PA      | $534437.68     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     610000 | PA      | $595275.02     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $559802.06     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    1100000 | PA      | $1088366.68    | 0.00%             | 2035-09-08      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     580000 | PA      | $614168.62     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     330000 | PA      | $359688.41     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accendra Health, Inc.                                                            | Accendra Health, Inc.                                                                                                         | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     505000 | PA      | $339420.94     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Accendra Health, Inc.                                                            | Accendra Health, Inc.                                                                                                         | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     560000 | PA      | $299845.59     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     605000 | PA      | $605207.54     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     720000 | PA      | $688756.85     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     315000 | PA      | $297209.72     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     504000 | PA      | $564015.56     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     615000 | PA      | $491679.37     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     915000 | PA      | $743073.97     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     544000 | PA      | $534351.27     | 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        |     425000 | PA      | $412547.60     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     505000 | PA      | $484857.97     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     340000 | PA      | $344035.73     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     515000 | PA      | $534196.46     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     420000 | PA      | $415756.70     | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     680000 | PA      | $692914.89     | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     555000 | PA      | $572421.36     | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     645000 | PA      | $642946.74     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     910000 | PA      | $937550.65     | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     665000 | PA      | $666669.71     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     680000 | PA      | $637557.25     | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596183.74     | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     285000 | PA      | $283268.49     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     395000 | PA      | $386283.07     | 0.00%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC                                                               | Oxford Finance LLC                                                                                                            | CUSIP: 69145LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $363332.42     | 0.00%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $779657.72     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $563339.98     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $730439.99     | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     328000 | PA      | $348683.51     | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     250000 | PA      | $203829.32     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     510000 | PA      | $379660.91     | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     800000 | PA      | $610011.53     | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     474000 | PA      | $304342.17     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     325000 | PA      | $198233.30     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     200000 | PA      | $127897.93     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     555000 | PA      | $338487.31     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     475000 | PA      | $394679.59     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     305000 | PA      | $245815.16     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     774000 | PA      | $779756.63     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     470000 | PA      | $431656.39     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     665000 | PA      | $658585.74     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     970000 | PA      | $948623.94     | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     975000 | PA      | $969683.56     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1058835.99    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1474372.13    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     950000 | PA      | $948810.68     | 0.00%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-2                                                                                | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2407617.62    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-4                                                                                | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4374969.08    | 0.01%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-5                                                                                | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $652057.90     | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-1                                                                                | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210803 | PA      | $208441.03     | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-3                                                                                | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $486630.07     | 0.00%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     869000 | PA      | $860512.77     | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1592102.05    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2318000 | PA      | $2163422.82    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1143278.36    | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1200731.91    | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1806767.93    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1171766.59    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1402883.24    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $2244763.25    | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1087029.26    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2669479.42    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1483949.30    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1889944.24    | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1653395.61    | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1273749.68    | 0.00%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1066321.81    | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1987052.89    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1279560.58    | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1924538.55    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1088357.30    | 0.00%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     625000 | PA      | $621620.57     | 0.00%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                | TXNM Energy, Inc.                                                                                                             | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     205000 | PA      | $204581.75     | 0.00%             | 2056-07-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1195353.67    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     873000 | PA      | $821467.56     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     666000 | PA      | $659514.30     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     290000 | PA      | $275393.74     | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $139645.96     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     620000 | PA      | $611875.75     | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     225000 | PA      | $242789.60     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     220000 | PA      | $196417.32     | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     583000 | PA      | $478200.02     | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $244367.57     | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     650000 | PA      | $503198.79     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     665000 | PA      | $527900.63     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     395000 | PA      | $254211.47     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     785000 | PA      | $792174.81     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     860000 | PA      | $795949.92     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     765000 | PA      | $763730.21     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     915000 | PA      | $884174.13     | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     210000 | PA      | $206318.68     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     270000 | PA      | $272547.16     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     990000 | PA      | $974951.92     | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     806000 | PA      | $793608.35     | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     965000 | PA      | $965254.75     | 0.00%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     365000 | PA      | $346199.95     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     495000 | PA      | $502983.11     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     545000 | PA      | $563425.83     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC                                                         | PM General Purchaser LLC                                                                                                      | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $585710.32     | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     161000 | PA      | $171296.07     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $177665.20     | 0.00%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                                                                | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $529456.92     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                                        | PVH Corp.                                                                                                                     | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     485000 | PA      | $492027.52     | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                        | PTC, Inc.                                                                                                                     | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     514000 | PA      | $501790.12     | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    1600000 | PA      | $1638849.92    | 0.00%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $822372.75     | 0.00%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $771550.85     | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAE7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $660001.86     | 0.00%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAF4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $561948.06     | 0.00%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAG2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $762858.77     | 0.00%             | 2050-01-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $556163.39     | 0.00%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $582094.87     | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $708835.54     | 0.00%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     480000 | PA      | $483843.39     | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     555000 | PA      | $564344.25     | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     905000 | PA      | $916003.98     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     320000 | PA      | $323997.77     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     625000 | PA      | $631154.44     | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     465000 | PA      | $467689.32     | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     485000 | PA      | $482670.88     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     535000 | PA      | $539342.00     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     580000 | PA      | $584633.11     | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     375000 | PA      | $376022.48     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     325000 | PA      | $324453.67     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp., Series R                                                                                              | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398315.59     | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp., Series R                                                                                              | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     315000 | PA      | $312834.19     | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                                                | PSP Capital, Inc.                                                                                                             | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      90000 | PA      | $84924.95      | 0.00%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PLS Group Ltd.                                                                   | PLS Group Ltd.                                                                                                                | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |      85000 | PA      | $86915.62      | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                                      | PR RNO Property Owner 1 LLC                                                                                                   | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1600810.43    | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     503000 | PA      | $414733.39     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     515000 | PA      | $384021.04     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     210000 | PA      | $172978.83     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     761000 | PA      | $635824.57     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     719000 | PA      | $562756.97     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     733000 | PA      | $561586.42     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     615000 | PA      | $451476.30     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     674000 | PA      | $661432.73     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      77000 | PA      | $56164.13      | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     260000 | PA      | $259923.85     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     725000 | PA      | $704306.94     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1799237.81    | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1296000 | PA      | $968703.86     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1281822.50    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     910000 | PA      | $893241.37     | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3112668.37    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3098000 | PA      | $2572399.06    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1650746.41    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $973685.72     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     584000 | PA      | $475593.49     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     665000 | PA      | $642997.90     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     610000 | PA      | $601845.34     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     485000 | PA      | $469392.98     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     640000 | PA      | $548193.45     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     215000 | PA      | $216931.86     | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622895.85     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1599321.08    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     755000 | PA      | $791497.91     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $725659.56     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1147150.55    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1158838.63    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1020434.79    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     870000 | PA      | $889862.41     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1112084.76    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     770000 | PA      | $720145.99     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     830000 | PA      | $840949.35     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     765000 | PA      | $742741.46     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     350000 | PA      | $353025.55     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     830000 | PA      | $857883.32     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     475000 | PA      | $473554.49     | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     840000 | PA      | $809615.93     | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     655000 | PA      | $638402.76     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     580000 | PA      | $551668.86     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     205000 | PA      | $271168.01     | 0.00%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     175000 | PA      | $190459.11     | 0.00%             | 2033-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     525000 | PA      | $480133.04     | 0.00%             | 2043-01-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     955000 | PA      | $632469.83     | 0.00%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     760000 | PA      | $702188.58     | 0.00%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     884000 | PA      | $698755.79     | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     175000 | PA      | $171099.24     | 0.00%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135280.77     | 0.00%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     435000 | PA      | $414389.00     | 0.00%             | 2028-01-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     583000 | PA      | $544549.44     | 0.00%             | 2028-09-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2J7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     825000 | PA      | $730354.52     | 0.00%             | 2032-01-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2S7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     480000 | PA      | $484214.99     | 0.00%             | 2028-04-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2U2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     680000 | PA      | $695668.09     | 0.00%             | 2028-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     665000 | PA      | $670746.80     | 0.00%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     655000 | PA      | $654605.24     | 0.00%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402684.15     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501482.50     | 0.00%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     405000 | PA      | $401878.92     | 0.00%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3P2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299094.28     | 0.00%             | 2029-04-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     620000 | PA      | $699403.55     | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     280000 | PA      | $274680.46     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     280000 | PA      | $291305.34     | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     585000 | PA      | $591191.35     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     757000 | PA      | $792779.41     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     329000 | PA      | $345600.20     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     705000 | PA      | $717261.13     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     370000 | PA      | $295061.55     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     738000 | PA      | $554901.97     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     645000 | PA      | $623430.64     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     661000 | PA      | $496239.10     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     789000 | PA      | $724975.68     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     628000 | PA      | $402187.59     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $592699.71     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $944316.04     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1045713.78    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     840000 | PA      | $850048.54     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     860000 | PA      | $875691.34     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1269694.17    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1379420.58    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     815000 | PA      | $825809.41     | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1102816.93    | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316910.36     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500323.81     | 0.00%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     535000 | PA      | $540565.08     | 0.00%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     750000 | PA      | $764113.22     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     790000 | PA      | $811232.72     | 0.00%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     769000 | PA      | $757463.69     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     668000 | PA      | $635055.28     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     770000 | PA      | $584661.38     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     525000 | PA      | $330158.70     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     325000 | PA      | $337761.10     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299138.65     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holdings Co. LLC                                                       | Pagaya US Holdings Co. LLC                                                                                                    | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $348285.60     | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Palomino Funding Trust I                                                         | Palomino Funding Trust I                                                                                                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $391023.91     | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     965000 | PA      | $1020995.77    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     650000 | PA      | $734116.59     | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1920000 | PA      | $2090043.67    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2000000 | PA      | $1540191.90    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1250000 | PA      | $1234841.86    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1000000 | PA      | $826582.09     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2400000 | PA      | $1926848.79    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1600000 | PA      | $1517214.61    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2800000 | PA      | $1931946.29    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2300000 | PA      | $1793587.66    | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2600000 | PA      | $2198324.39    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1000000 | PA      | $896218.84     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1400000 | PA      | $1074558.47    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2400000 | PA      | $2563955.41    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1400000 | PA      | $1508268.62    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1000000 | PA      | $1101364.26    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $669929.94     | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1128000 | PA      | $1339831.27    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     800000 | PA      | $966833.30     | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $1197627.10    | 0.00%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1000000 | PA      | $1005825.26    | 0.00%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                         | Panasonic Holdings Corp.                                                                                                      | CUSIP: 69832AAC0<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     385000 | PA      | $369205.76     | 0.00%             | 2029-07-19      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                         | Panasonic Holdings Corp.                                                                                                      | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     505000 | PA      | $512365.29     | 0.00%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3044943.44    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Papa John's International, Inc.                                                  | Papa John's International, Inc.                                                                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     435000 | PA      | $417979.86     | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     425000 | PA      | $468231.88     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                              | Paradigm Parent LLC                                                                                                           | CUSIP: 69902PAA6<br>LEI: 254900EDT9YE5UFH3458 | Long             | DBT              | CORP              | US        |     435000 | PA      | $392544.48     | 0.00%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     755000 | PA      | $753274.18     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     795000 | PA      | $772825.80     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     595000 | PA      | $607942.04     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                       | Park-Ohio Industries, Inc.                                                                                                    | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |     330000 | PA      | $343471.75     | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     465000 | PA      | $467893.48     | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     640135 | PA      | $607553.57     | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     649000 | PA      | $520449.99     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $992804.67     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     905000 | PA      | $709078.39     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1460435.39    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1396328.11    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     403000 | PA      | $439291.15     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     799000 | PA      | $762870.26     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     553000 | PA      | $476931.27     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PartnerRe Finance B LLC                                                                                                       | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     919000 | PA      | $892768.38     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PartnerRe Finance B LLC                                                                                                       | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124584.76     | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2015                                                                                       | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     135000 | PA      | $107132.79     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2017                                                                                       | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     486000 | PA      | $368404.53     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2020                                                                                       | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     450000 | PA      | $304478.87     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2020                                                                                       | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     558000 | PA      | $358653.08     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                         | Patrick Industries, Inc.                                                                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     420000 | PA      | $412588.09     | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                         | Patrick Industries, Inc.                                                                                                      | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     495000 | PA      | $498709.11     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                                     | Pattern Energy Operations LP                                                                                                  | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     705000 | PA      | $693657.38     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     715000 | PA      | $703774.70     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     449000 | PA      | $449807.10     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     500000 | PA      | $541746.73     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     790000 | PA      | $798112.52     | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1154877.15    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1241526.73    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1680155.15    | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     950000 | PA      | $870452.21     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1313000 | PA      | $844173.97     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     210000 | PA      | $209237.25     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     938000 | PA      | $919540.23     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1105489.74    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     625000 | PA      | $540076.33     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1007673.53    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     595000 | PA      | $538776.03     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     915000 | PA      | $916525.59     | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     540000 | PA      | $535627.01     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Paysafe Finance plc                                                              | Paysafe Finance plc                                                                                                           | CUSIP: 70452AAA1<br>LEI: 894500TDMZ4S0F5X0Z61 | Long             | DBT              | CORP              | US        |     395000 | PA      | $330952.20     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group, Series 2018                                                                                      | CUSIP: 70462GAA6<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     387000 | PA      | $333635.05     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group, Series 2020                                                                                      | CUSIP: 70462GAC2<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     398000 | PA      | $260101.63     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group                                                                                                   | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94543.20      | 0.00%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group                                                                                                   | CUSIP: 70462GAF5<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119647.99     | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Peachtree Corners Funding Trust II                                               | Peachtree Corners Funding Trust II                                                                                            | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $618544.57     | 0.00%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Domtar Corp.                                                                     | Domtar Corp.                                                                                                                  | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |     652000 | PA      | $516482.07     | 0.00%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                             | Pebblebrook Hotel LP                                                                                                          | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |     418000 | PA      | $424603.02     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2500000 | PA      | $2408708.67    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co. (The)                                             | Penn Mutual Life Insurance Co. (The)                                                                                          | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     675000 | PA      | $443497.33     | 0.00%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $414708.03     | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $389722.97     | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $589500.94     | 0.00%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     604000 | PA      | $590488.49     | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 708696BZ1<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     433000 | PA      | $420997.51     | 0.00%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | Pennsylvania Economic Development Financing Authority, Series 2025                                                            | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     590000 | PA      | $590081.61     | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission, Series 2010B                                                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     250000 | PA      | $245478.53     | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: —       |
| Pennsylvania State University (The)                                              | Pennsylvania State University (The), Series 2020D                                                                             | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     500000 | PA      | $379123.54     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                              | Pennsylvania State University (The), Series 2020D                                                                             | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     250000 | PA      | $163134.92     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     655000 | PA      | $625153.54     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     580000 | PA      | $551937.60     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     915000 | PA      | $950254.94     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     655000 | PA      | $663021.42     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     850000 | PA      | $835519.35     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     690000 | PA      | $682640.74     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     575000 | PA      | $556283.48     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     395000 | PA      | $394458.48     | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BH6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     646000 | PA      | $616866.63     | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     780000 | PA      | $778533.78     | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356185.05     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1046776.69    | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1173463.03    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     510000 | PA      | $535293.47     | 0.00%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1315574.37    | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     420000 | PA      | $427263.84     | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     970000 | PA      | $983916.07     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     410000 | PA      | $415904.57     | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     475000 | PA      | $469381.51     | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                    | Penske Automotive Group, Inc.                                                                                                 | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $479449.43     | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                             | Pentair Finance SARL                                                                                                          | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     735000 | PA      | $732707.28     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                             | Pentair Finance SARL                                                                                                          | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $381238.39     | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     390000 | PA      | $400437.65     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     485000 | PA      | $466296.76     | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     610000 | PA      | $513566.30     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     459000 | PA      | $366632.65     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     390000 | PA      | $331494.95     | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $889264.20     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     913000 | PA      | $673835.94     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     670000 | PA      | $533199.63     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1406300.54    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     485000 | PA      | $521035.66     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1340705.52    | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     618000 | PA      | $434795.47     | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     829000 | PA      | $532578.47     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1417752.15    | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     335000 | PA      | $277792.72     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     960000 | PA      | $705811.99     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     700000 | PA      | $516413.35     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $947683.20     | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1416000 | PA      | $1239393.20    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $953351.42     | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $864693.23     | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     847000 | PA      | $518606.87     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     755000 | PA      | $748913.23     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1300343.86    | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     555000 | PA      | $444717.07     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     890000 | PA      | $896652.66     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     900000 | PA      | $902546.34     | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     500000 | PA      | $431535.31     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1199415.03    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     875000 | PA      | $878749.95     | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     790000 | PA      | $754381.57     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     615000 | PA      | $619711.95     | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     475000 | PA      | $481455.38     | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     685000 | PA      | $691079.01     | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     480000 | PA      | $481875.18     | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     750000 | PA      | $754180.61     | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1340988.94    | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1139065.56    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     825000 | PA      | $832717.50     | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     800000 | PA      | $796655.90     | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Perenti Finance Pty. Ltd.                                                        | Perenti Finance Pty. Ltd.                                                                                                     | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $412232.02     | 0.00%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1012813.54    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1101258.48    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1042731.51    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                           | Perimeter Holdings LLC                                                                                                        | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $523051.49     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1044952.14    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     560000 | PA      | $503261.79     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     505000 | PA      | $352060.64     | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     615000 | PA      | $578265.77     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     705000 | PA      | $617477.48     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1243063.77    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1099785.79    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | Pernod Ricard SA                                                                                                              | CUSIP: 714264AK4<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     785000 | PA      | $753273.37     | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |     860000 | PA      | $808620.02     | 0.00%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1181441.87    | 0.00%             | 2031-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAC2<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |     418000 | PA      | $245387.68     | 0.00%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     330000 | PA      | $240031.62     | 0.00%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     805000 | PA      | $763208.59     | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     735000 | PA      | $692362.60     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2125000 | PA      | $2603666.98    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1050000 | PA      | $1149319.50    | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2545000 | PA      | $2456331.03    | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     300000 | PA      | $300082.02     | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     387000 | PA      | $362068.68     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3070000 | PA      | $2823522.75    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1170000 | PA      | $968905.05     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2000000 | PA      | $1079864.47    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1100000 | PA      | $600118.83     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1370000 | PA      | $1050061.16    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2110000 | PA      | $1463870.04    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2320000 | PA      | $2004723.43    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     900000 | PA      | $564958.51     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1215000 | PA      | $1225462.86    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1700000 | PA      | $1654904.83    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2100000 | PA      | $2120076.29    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1200000 | PA      | $1218984.60    | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAK2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1600000 | PA      | $1603103.98    | 0.00%             | 2028-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1100000 | PA      | $1102238.62    | 0.00%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $930586.38     | 0.00%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $730816.58     | 0.00%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAS5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1230000 | PA      | $1109915.04    | 0.00%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $552606.20     | 0.00%             | 2051-06-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1600000 | PA      | $1603256.50    | 0.00%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1400000 | PA      | $1391258.47    | 0.00%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAX4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1026264.01    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAY2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     900000 | PA      | $927762.35     | 0.00%             | 2033-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $797282.64     | 0.00%             | 2030-07-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBE5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $996996.08     | 0.00%             | 2035-07-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBG0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1192466.66    | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBH8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $981934.18     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $712033.97     | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1611000 | PA      | $1601160.45    | 0.00%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $521612.77     | 0.00%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1011859.36    | 0.00%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1156280.39    | 0.00%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAG2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $606339.27     | 0.00%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $391023.74     | 0.00%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $579482.66     | 0.00%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $647637.01     | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $563641.10     | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $299400.32     | 0.00%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $552150.78     | 0.00%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $834346.64     | 0.00%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAX5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $975433.18     | 0.00%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAZ0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $196319.44     | 0.00%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                                | Petco Health & Wellness Co., Inc.                                                                                             | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606188.10     | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    6400000 | PA      | $6419600.75    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     492000 | PA      | $537461.02     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     738000 | PA      | $751631.73     | 0.00%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $697886.68     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     850000 | PA      | $884412.34     | 0.00%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1328517.35    | 0.00%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1045000 | PA      | $1062660.92    | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1013910.57    | 0.00%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $575059.00     | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     960000 | PA      | $997887.15     | 0.00%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1015000 | PA      | $1029527.66    | 0.00%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $891055.72     | 0.00%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1098245.09    | 0.00%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1500000 | PA      | $1318529.46    | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     655000 | PA      | $505852.85     | 0.00%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1100000 | PA      | $909949.79     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     700000 | PA      | $538602.21     | 0.00%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    5600000 | PA      | $4716110.58    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1887000 | PA      | $1882695.30    | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1470000 | PA      | $1186417.71    | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1250000 | PA      | $1273014.03    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2400000 | PA      | $2441754.25    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    8150000 | PA      | $7446877.40    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3696000 | PA      | $3615350.61    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3789000 | PA      | $3156090.62    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1900000 | PA      | $2033422.09    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1850000 | PA      | $2173096.35    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                                                                  | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1807069.98    | 0.00%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                                                                  | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |     730000 | PA      | $736887.29     | 0.00%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                                            | PHH Escrow Issuer LLC                                                                                                         | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $701943.46     | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    3675000 | PA      | $3691775.20    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    2855000 | PA      | $2874136.98    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    4685000 | PA      | $4661883.41    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    2835000 | PA      | $2667457.16    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    5925000 | PA      | $5487523.97    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    3864000 | PA      | $3497986.61    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2790194.38    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $877973.26     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $1046451.00    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     617000 | PA      | $632019.82     | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $974198.82     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1176409.67    | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     845000 | PA      | $764131.08     | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1116667.66    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $1006075.24    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     982000 | PA      | $963170.16     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $918437.00     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $996865.77     | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1520172.65    | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1278317.71    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $804291.25     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     893000 | PA      | $545220.09     | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1273491.83    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     755000 | PA      | $748548.76     | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1124065.71    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     975000 | PA      | $964395.10     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490376.44     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     585000 | PA      | $562524.12     | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     370000 | PA      | $369106.84     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-1                                                                                         | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     143877 | PA      | $145052.70     | 0.00%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                                                         | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51029.08      | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-3                                                                                         | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1491773.55    | 0.00%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-1                                                                                         | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260366 | PA      | $262821.86     | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                                                         | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2201615.55    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-3                                                                                         | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991092.33     | 0.00%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | Pharmacia LLC                                                                                                                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     773000 | PA      | $815747.85     | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1471000 | PA      | $1606780.72    | 0.00%             | 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        |     818000 | PA      | $711652.57     | 0.00%             | 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        |     869000 | PA      | $759627.55     | 0.00%             | 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        |     838000 | PA      | $675033.02     | 0.00%             | 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        |     731000 | PA      | $605096.85     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $629792.85     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1078681.00    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     525000 | PA      | $518381.14     | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     505000 | PA      | $495024.91     | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1080913.22    | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     760000 | PA      | $693641.46     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $889373.60     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1294050.02    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1159453.51    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1693503.57    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1771953.15    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2139559.50    | 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        |    2350000 | PA      | $2415423.15    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     810000 | PA      | $826911.47     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1001013.41    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     900000 | PA      | $938978.65     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1276169.19    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1376123.92    | 0.00%             | 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        |    1715000 | PA      | $1746639.31    | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     775000 | PA      | $776801.51     | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     645000 | PA      | $649754.31     | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     855000 | PA      | $859471.02     | 0.00%             | 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        |     690000 | PA      | $685415.95     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     735000 | PA      | $733349.39     | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     580000 | PA      | $577087.83     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     595000 | PA      | $587909.49     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     525000 | PA      | $520379.58     | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     680000 | PA      | $666139.44     | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $679811.01     | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     835000 | PA      | $804882.08     | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172EF2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     355000 | PA      | $352848.73     | 0.00%             | 2029-04-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489622.03     | 0.00%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2087000 | PA      | $2453363.45    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1900000 | PA      | $2149565.72    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                          | Republic of Philippines                                                                                                       | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1220000 | PA      | $1319193.29    | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1810000 | PA      | $1964506.46    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1200000 | PA      | $1170186.76    | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2000000 | PA      | $1694524.82    | 0.00%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2125000 | PA      | $1718268.23    | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1925000 | PA      | $1537521.79    | 0.00%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1900000 | PA      | $1859922.26    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1400000 | PA      | $1382640.35    | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1350000 | PA      | $907941.56     | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $926915.35     | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1200000 | PA      | $1046649.61    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1600000 | PA      | $1010123.94    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     625000 | PA      | $542792.56     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2200000 | PA      | $1516311.50    | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     800000 | PA      | $748385.35     | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     600000 | PA      | $624951.72     | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     600000 | PA      | $608975.28     | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     400000 | PA      | $406114.12     | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1200000 | PA      | $1202707.94    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1200000 | PA      | $1154825.21    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     600000 | PA      | $605375.66     | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $1009325.19    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $971521.45     | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1200000 | PA      | $1166237.77    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $916569.65     | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     600000 | PA      | $600934.61     | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1400000 | PA      | $1433943.69    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $1012829.26    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DJ3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     400000 | PA      | $395723.24     | 0.00%             | 2031-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1600000 | PA      | $1574616.67    | 0.00%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DL8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     800000 | PA      | $795293.12     | 0.00%             | 2051-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     545000 | PA      | $485393.95     | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     515000 | PA      | $530321.43     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     130000 | PA      | $126248.78     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     270000 | PA      | $274127.68     | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1092149.11    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1029772.31    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1647842.17    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1011252.05    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     732000 | PA      | $657405.23     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $746927.09     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     592000 | PA      | $585021.19     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     749000 | PA      | $714361.70     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     733000 | PA      | $621867.27     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     800000 | PA      | $694818.60     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     975000 | PA      | $993453.06     | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     615000 | PA      | $620152.46     | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1447409.38    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     665000 | PA      | $622395.17     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     415000 | PA      | $381106.52     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     630000 | PA      | $623903.47     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co., Series A                                                                                                     | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     645000 | PA      | $642390.61     | 0.00%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co., Series B                                                                                                     | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     980000 | PA      | $982698.68     | 0.00%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                                     | Phinia, Inc.                                                                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     570000 | PA      | $584433.15     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                                     | Phinia, Inc.                                                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     560000 | PA      | $575434.90     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                    | Phoenix Aviation Capital Ltd.                                                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     750000 | PA      | $769401.75     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $346578.65     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $569267.67     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2032                                                                                        | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     180000 | PA      | $156523.25     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2042                                                                                        | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     333000 | PA      | $233833.47     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc.                                                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     561000 | PA      | $345891.05     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     430000 | PA      | $369386.73     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     439000 | PA      | $318986.92     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     709000 | PA      | $687922.99     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     512000 | PA      | $343568.19     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     365000 | PA      | $329363.86     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     462000 | PA      | $405967.51     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     350000 | PA      | $357982.14     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     495000 | PA      | $491936.35     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     535000 | PA      | $486556.96     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     210000 | PA      | $178126.22     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     160000 | PA      | $167769.95     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246053.90     | 0.00%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $927203.16     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1093745.39    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1181313.38    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     310000 | PA      | $336788.89     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                                                            | Pine Street Trust III                                                                                                         | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     615000 | PA      | $610049.97     | 0.00%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                                                             | Pine Street Trust II                                                                                                          | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $543107.66     | 0.00%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     705000 | PA      | $710971.55     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     235000 | PA      | $238766.22     | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1106511.08    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     694000 | PA      | $626905.48     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     385000 | PA      | $385010.19     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     390000 | PA      | $391931.60     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                             | Barrick Mining Corp.                                                                                                          | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $190943.64     | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     360000 | PA      | $388132.85     | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     724000 | PA      | $651561.27     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     265000 | PA      | $215398.75     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $655800.65     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $628196.65     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1064050.45    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     706000 | PA      | $680115.75     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     845000 | PA      | $864732.31     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     875000 | PA      | $902424.84     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     680000 | PA      | $678404.33     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1052149.38    | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                       | Planet Financial Group LLC                                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $491772.14     | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp.                                                                                                        | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     645000 | PA      | $557881.77     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2650000 | PA      | $2652850.88    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2500000 | PA      | $2332288.95    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1300000 | PA      | $1314801.31    | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3050000 | PA      | $3073961.73    | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3700000 | PA      | $3443299.75    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polar Tankers, Inc.                                                              | Polar Tankers, Inc.                                                                                                           | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830036 | PA      | $878404.99     | 0.00%             | 2037-05-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                                                                 | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     750000 | PA      | $785633.90     | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                                                                 | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     530000 | PA      | $529000.74     | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                               | Ralph Lauren Corp.                                                                                                            | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     622000 | PA      | $585798.65     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2010-165                                                                      | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1290000 | PA      | $1347536.55    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2011-168                                                                      | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     775000 | PA      | $703800.84     | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 201                                                                           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $795539.55     | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2012-174                                                                      | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2300000 | PA      | $1891236.21    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2014-181                                                                      | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     100000 | PA      | $93542.50      | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 192                                                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     145000 | PA      | $126511.34     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 225                                                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1100000 | PA      | $687985.03     | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 229                                                                           | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     230000 | PA      | $164075.15     | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 239                                                                           | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     500000 | PA      | $463978.42     | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Port of Morrow                                                                   | Port of Morrow, Series 2020-1                                                                                                 | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $761194.31     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                                | Port of Newcastle Investments Financing Pty. Ltd.                                                                             | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $306278.57     | 0.00%             | 2031-11-24      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     500000 | PA      | $528323.86     | 0.00%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1225030.19    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $949848.32     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1128211.63    | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1204868.09    | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1051830.47    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1291900.90    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $439509.08     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     687000 | PA      | $566881.72     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     475000 | PA      | $483268.84     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     375000 | PA      | $354757.49     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |     600000 | PA      | $620117.04     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |     800000 | PA      | $773642.03     | 0.00%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Prairie Acquiror LP                                                              | Prairie Acquiror LP                                                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     415000 | PA      | $433814.81     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     621000 | PA      | $488261.28     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     915000 | PA      | $483543.16     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     895000 | PA      | $788148.36     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                        | Precision Castparts Corp.                                                                                                     | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     280000 | PA      | $229747.42     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                        | Precision Castparts Corp.                                                                                                     | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     805000 | PA      | $681945.04     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                         | Precision Drilling Corp.                                                                                                      | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |     401000 | PA      | $404573.14     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                                 | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |     730000 | PA      | $479206.86     | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                                 | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |     705000 | PA      | $410248.10     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | Presbyterian Healthcare Services                                                                                              | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     498000 | PA      | $435377.63     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     165000 | PA      | $184011.81     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14722.43      | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     571000 | PA      | $405645.24     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     615500 | PA      | $413906.74     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     526000 | PA      | $314661.24     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      45000 | PA      | $33793.22      | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1135273.48    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     525000 | PA      | $524175.68     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     626000 | PA      | $578341.80     | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                        | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     783000 | PA      | $772882.95     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     680000 | PA      | $690282.04     | 0.00%             | 2028-05-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     865000 | PA      | $867266.19     | 0.00%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     215000 | PA      | $214783.34     | 0.00%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     465000 | PA      | $467106.02     | 0.00%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504113.37     | 0.00%             | 2035-05-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     650000 | PA      | $644204.11     | 0.00%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296562.36     | 0.00%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WDA4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     360000 | PA      | $352501.30     | 0.00%             | 2033-01-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                                  | Primerica, Inc.                                                                                                               | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     610000 | PA      | $548414.49     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                  | Prime Healthcare Services, Inc.                                                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1591362.13    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1027979.75    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     750000 | PA      | $712069.10     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     778000 | PA      | $759415.79     | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     815000 | PA      | $816060.92     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     260000 | PA      | $278233.17     | 0.00%             | 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        |     625000 | PA      | $542489.06     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     430000 | PA      | $358508.04     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     760000 | PA      | $617549.53     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     530000 | PA      | $525480.56     | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     605000 | PA      | $590922.74     | 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        |     260000 | PA      | $235622.23     | 0.00%             | 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        |     545000 | PA      | $557591.42     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     460000 | PA      | $431499.43     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     630000 | PA      | $589080.46     | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     842000 | PA      | $735894.57     | 0.00%             | 2030-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     510000 | PA      | $444032.16     | 0.00%             | 2030-11-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     505000 | PA      | $514082.51     | 0.00%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     910000 | PA      | $922852.46     | 0.00%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     630000 | PA      | $631518.55     | 0.00%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     435000 | PA      | $438813.47     | 0.00%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     365000 | PA      | $367233.79     | 0.00%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     415000 | PA      | $409468.24     | 0.00%             | 2031-01-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153976.24     | 0.00%             | 2028-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     620000 | PA      | $668695.19     | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     825000 | PA      | $875544.08     | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1099865.02    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     525000 | PA      | $396441.01     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1569542.83    | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     645000 | PA      | $548770.33     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     435000 | PA      | $329981.74     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1551187.84    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     846000 | PA      | $759168.56     | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     472000 | PA      | $428267.00     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     695000 | PA      | $695110.25     | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1021363.19    | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1055201.08    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     715000 | PA      | $717718.92     | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503065.99     | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     490000 | PA      | $491596.73     | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     800000 | PA      | $797383.30     | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     570000 | PA      | $568006.08     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     720000 | PA      | $708481.64     | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     575000 | PA      | $557678.59     | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                              | PROG Holdings, Inc.                                                                                                           | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     624000 | PA      | $609603.96     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     746000 | PA      | $838861.63     | 0.00%             | 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        |     530000 | PA      | $582619.82     | 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        |     510000 | PA      | $526831.67     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     871000 | PA      | $925212.41     | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     130000 | PA      | $141394.48     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     401000 | PA      | $335521.15     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     490000 | PA      | $371603.57     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     865000 | PA      | $687804.26     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     694000 | PA      | $555131.33     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     607000 | PA      | $603862.94     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     630000 | PA      | $602901.23     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     595000 | PA      | $451157.59     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     320000 | PA      | $292875.29     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     560000 | PA      | $404390.24     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     640000 | PA      | $645972.55     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235776.27     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     360000 | PA      | $360102.37     | 0.00%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     635000 | PA      | $628717.66     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     535000 | PA      | $438112.00     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     710000 | PA      | $711165.43     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $926749.10     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     538000 | PA      | $528304.42     | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     688000 | PA      | $444595.78     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     743000 | PA      | $391800.61     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     946000 | PA      | $822193.54     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     630000 | PA      | $550324.05     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     580000 | PA      | $573331.95     | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     460000 | PA      | $454468.44     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     417000 | PA      | $414154.21     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     380000 | PA      | $360993.10     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     583000 | PA      | $521217.91     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     530000 | PA      | $467119.51     | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     545000 | PA      | $479580.60     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     547000 | PA      | $356097.85     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     715000 | PA      | $709176.83     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     785000 | PA      | $731324.66     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     975000 | PA      | $986395.67     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     734000 | PA      | $739644.92     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     835000 | PA      | $835353.49     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     630000 | PA      | $585403.49     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     710000 | PA      | $706531.78     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     785000 | PA      | $793284.48     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     585000 | PA      | $592891.02     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCU3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     490000 | PA      | $482069.98     | 0.00%             | 2031-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCV1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     750000 | PA      | $732269.49     | 0.00%             | 2036-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prospect Capital Corp.                                                           | Prospect Capital Corp.                                                                                                        | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     455000 | PA      | $444921.65     | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| Prospect Capital Corp.                                                           | Prospect Capital Corp.                                                                                                        | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $266341.24     | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     635000 | PA      | $647260.83     | 0.00%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     600000 | PA      | $609642.31     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374830.56     | 0.00%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     480000 | PA      | $470540.25     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     465000 | PA      | $445281.64     | 0.00%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     560000 | PA      | $544068.96     | 0.00%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     717000 | PA      | $711869.79     | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $985141.43     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     615000 | PA      | $608647.39     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     495000 | PA      | $487521.45     | 0.00%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CAY0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     610000 | PA      | $537288.71     | 0.00%             | 2030-09-21      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     360000 | PA      | $340726.51     | 0.00%             | 2028-07-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     628000 | PA      | $629938.09     | 0.00%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     835000 | PA      | $852559.23     | 0.00%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     310000 | PA      | $315083.07     | 0.00%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299666.33     | 0.00%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165356.76     | 0.00%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     345000 | PA      | $355067.58     | 0.00%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350697.52     | 0.00%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395416.94     | 0.00%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCE2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299554.42     | 0.00%             | 2031-04-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series I                                                                         | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $601158.90     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series A                                                                         | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $325991.27     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series 19A                                                                       | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     196000 | PA      | $182984.35     | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series 21A                                                                       | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $118808.38     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                                                                   | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $726165.33     | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                                                                   | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $537369.00     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Provident Financing Trust I                                                      | Provident Financing Trust I                                                                                                   | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $223716.30     | 0.00%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP                                                  | Provident Funding Associates LP                                                                                               | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |     610000 | PA      | $634707.67     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     580000 | PA      | $567541.54     | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     953000 | PA      | $716284.53     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $819466.01     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     893000 | PA      | $887457.94     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     435000 | PA      | $400879.08     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     865000 | PA      | $843877.28     | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1081178.33    | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     565000 | PA      | $594839.64     | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     745000 | PA      | $767470.08     | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     520000 | PA      | $550891.82     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     885000 | PA      | $918817.77     | 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        |     410000 | PA      | $453458.95     | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     346000 | PA      | $381769.76     | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     801000 | PA      | $690759.90     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     629000 | PA      | $624870.24     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     546000 | PA      | $443708.12     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     984000 | PA      | $789683.54     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1139400.60    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     460000 | PA      | $424574.14     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     688000 | PA      | $520177.24     | 0.00%             | 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        |     740000 | PA      | $743721.44     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    1215000 | PA      | $1159461.17    | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     670000 | PA      | $632372.44     | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: 74442AAC2<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |     400000 | PA      | $428285.15     | 0.00%             | 2042-06-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 17                                                                                     | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     344000 | PA      | $369418.30     | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     255000 | PA      | $279753.55     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $307101.10     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     366000 | PA      | $302873.95     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     459000 | PA      | $341317.62     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     515000 | PA      | $508367.36     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     125000 | PA      | $96996.59      | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     549000 | PA      | $419171.28     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 34                                                                                     | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     543000 | PA      | $357722.16     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 35                                                                                     | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     800000 | PA      | $708623.66     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 36                                                                                     | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     830000 | PA      | $488249.94     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     340000 | PA      | $297094.06     | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 38                                                                                     | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     445000 | PA      | $430960.42     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 39                                                                                     | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     530000 | PA      | $428914.85     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     960000 | PA      | $868989.11     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1098282.64    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     790000 | PA      | $767795.71     | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     705000 | PA      | $697119.04     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     705000 | PA      | $701257.32     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     425000 | PA      | $422716.99     | 0.00%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196408.10     | 0.00%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Co. Ltd.                                                     | PTT Treasury Center Co. Ltd.                                                                                                  | CUSIP: 74446WAC0<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |     800000 | PA      | $540235.19     | 0.00%             | 2070-07-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     449000 | PA      | $323471.03     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     360000 | PA      | $328284.63     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                                                                      | CUSIP: 74449AAA9<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $1009285.05    | 0.00%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma, Series J                                                                                      | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     860000 | PA      | $756126.16     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma, Series K                                                                                      | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     420000 | PA      | $266855.25     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     465000 | PA      | $471853.65     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     620000 | PA      | $616276.36     | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     815000 | PA      | $820739.53     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire, Series V                                                                                 | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     345000 | PA      | $306576.78     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     725000 | PA      | $746224.68     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390513.24     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     425000 | PA      | $451224.67     | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     440000 | PA      | $441884.76     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     260000 | PA      | $213682.69     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     338000 | PA      | $266222.88     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     305000 | PA      | $242864.03     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     703000 | PA      | $539804.97     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     520000 | PA      | $514245.28     | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     545000 | PA      | $399328.99     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494959.27     | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     470000 | PA      | $367457.81     | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     755000 | PA      | $743572.15     | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     369000 | PA      | $357713.10     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     583000 | PA      | $441805.41     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     590000 | PA      | $394994.69     | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     825000 | PA      | $769108.78     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     611000 | PA      | $404075.11     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     620000 | PA      | $382679.80     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     568000 | PA      | $297265.73     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     185000 | PA      | $118139.48     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     640000 | PA      | $560808.51     | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     190000 | PA      | $174767.58     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     615000 | PA      | $621887.45     | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     390000 | PA      | $387259.98     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     380000 | PA      | $345863.02     | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     375000 | PA      | $383670.90     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     565000 | PA      | $538530.41     | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     425000 | PA      | $432422.47     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     640000 | PA      | $608885.65     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     790000 | PA      | $785351.16     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     535000 | PA      | $498440.52     | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co., Series Q                                                                                   | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     245000 | PA      | $246624.51     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co., Series Q                                                                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139558.83     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     370000 | PA      | $367999.12     | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co                                                 | Public Service Electric & Gas Co., Series R                                                                                   | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     385000 | PA      | $380425.50     | 0.00%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co., Series R                                                                                   | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294157.65     | 0.00%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     715000 | PA      | $630326.49     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     300000 | PA      | $266617.62     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     310000 | PA      | $316526.11     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     730000 | PA      | $752308.82     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     555000 | PA      | $588746.87     | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     865000 | PA      | $880318.44     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     580000 | PA      | $590959.24     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     370000 | PA      | $373632.43     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     435000 | PA      | $438865.67     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     775000 | PA      | $763958.19     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     610000 | PA      | $594746.02     | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     735000 | PA      | $694270.09     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     745000 | PA      | $661825.17     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     885000 | PA      | $844821.25     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     760000 | PA      | $684162.73     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     570000 | PA      | $582307.94     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     615000 | PA      | $625697.10     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $986723.15     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     560000 | PA      | $559945.77     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     550000 | PA      | $547680.36     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74464AAF8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     235000 | PA      | $232267.55     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     619000 | PA      | $600631.61     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     730000 | PA      | $697554.25     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     610000 | PA      | $582466.36     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     340000 | PA      | $342078.24     | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450839.72     | 0.00%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     450000 | PA      | $451025.24     | 0.00%             | 2056-09-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     320000 | PA      | $342399.35     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     389000 | PA      | $395248.85     | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393898.00     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     305000 | PA      | $303211.66     | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     376000 | PA      | $307396.50     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     830000 | PA      | $663340.76     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     782000 | PA      | $521639.29     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     600000 | PA      | $370502.06     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     545000 | PA      | $514345.25     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     440000 | PA      | $447079.64     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     340000 | PA      | $333312.18     | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     675000 | PA      | $650486.68     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     423000 | PA      | $486790.91     | 0.00%             | 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        |     460000 | PA      | $495421.19     | 0.00%             | 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        |     343000 | PA      | $358945.53     | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $356313.72     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $291106.10     | 0.00%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                               | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $616743.08     | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1928000 | PA      | $2312125.17    | 0.01%             | 2030-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAL5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1000000 | PA      | $1126562.92    | 0.00%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAR2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1000000 | PA      | $1052840.78    | 0.00%             | 2042-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: 74735K2B7<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $397854.90     | 0.00%             | 2028-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: 74735K2C5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $539722.49     | 0.00%             | 2043-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1002431.42    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     935000 | PA      | $854697.08     | 0.00%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74738PCQ9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     400000 | PA      | $404757.55     | 0.00%             | 2033-04-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     575000 | PA      | $581140.56     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     690000 | PA      | $705638.25     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QTS Fayetteville I Dc1-2 LLC                                                     | QTS Fayetteville I Dc1-2 LLC                                                                                                  | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3268266.30    | 0.01%             | 2036-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $990943.77     | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1217565.68    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1501330.87    | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1375093.46    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $742029.35     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1366917.45    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1244381.08    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     751000 | PA      | $637303.33     | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     890000 | PA      | $875830.10     | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $937374.54     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     720000 | PA      | $750737.67     | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1165067.39    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     485000 | PA      | $487553.70     | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     545000 | PA      | $549336.10     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     530000 | PA      | $530461.78     | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1010798.16    | 0.00%             | 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        |     730000 | PA      | $640289.24     | 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        |     470000 | PA      | $343601.06     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     450000 | PA      | $451915.03     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     710000 | PA      | $718434.38     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     510000 | PA      | $509151.19     | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     620000 | PA      | $615688.73     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     440000 | PA      | $438426.80     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3635000 | PA      | $3679826.32    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     743000 | PA      | $821811.18     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1840000 | PA      | $1650375.39    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1055000 | PA      | $1047818.76    | 0.00%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1085000 | PA      | $1086358.41    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2080000 | PA      | $2033901.91    | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2015000 | PA      | $2012052.72    | 0.01%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    4140000 | PA      | $4087650.21    | 0.01%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3202000 | PA      | $3165859.43    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1225000 | PA      | $1099605.26    | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1739321.72    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Queen's Health Systems (The)                                                     | Queen's Health Systems (The)                                                                                                  | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |     251000 | PA      | $219947.46     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     415000 | PA      | $366199.71     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     475000 | PA      | $471471.12     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $986948.24     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $916324.91     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     715000 | PA      | $776201.66     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     865000 | PA      | $867827.80     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     565000 | PA      | $568466.84     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     545000 | PA      | $542088.50     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBH2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491495.16     | 0.00%             | 2036-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     765000 | PA      | $732618.03     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1007722.50    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3629344.66    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1389003.54    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                 | RD Michigan Property Owner I LLC                                                                                              | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12395000 | PA      | $12410711.69   | 0.03%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: 74947MAD4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    1000000 | PA      | $1014965.22    | 0.00%             | 2028-04-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: 74947MAE2<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $199605.84     | 0.00%             | 2029-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    1393000 | PA      | $1375037.79    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     719000 | PA      | $677875.07     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     155000 | PA      | $155118.43     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     630000 | PA      | $634695.52     | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     220000 | PA      | $221929.98     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     610000 | PA      | $598761.55     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     535000 | PA      | $547145.67     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1108631.48    | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $221445.25     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLI Corp.                                                                        | RLI Corp.                                                                                                                     | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |     310000 | PA      | $300897.03     | 0.00%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                             | RLJ Lodging Trust LP                                                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     505000 | PA      | $477547.07     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     345000 | PA      | $318738.46     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     405000 | PA      | $318346.61     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     820000 | PA      | $821851.00     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     445000 | PA      | $401073.79     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     980000 | PA      | $972951.77     | 0.00%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $347259.08     | 0.00%             | 2033-04-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     970000 | PA      | $971680.34     | 0.00%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1485000 | PA      | $1512587.81    | 0.00%             | 2029-02-28      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     735000 | PA      | $751513.61     | 0.00%             | 2030-03-05      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1038442.51    | 0.00%             | 2033-01-21      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $505085.51     | 0.00%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                                        | RXO, Inc.                                                                                                                     | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     390000 | PA      | $387456.40     | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                          | Rfna LP                                                                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207929.38     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $696181.07     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1231583.16    | 0.00%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1212797.37    | 0.00%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     940000 | PA      | $915179.79     | 0.00%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     630000 | PA      | $600525.10     | 0.00%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corp.                                                              | Quorum Health Corp.                                                                                                           | CUSIP: 749ESCAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $0.01          | 0.00%             | 2025-04-15      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance LLC                                                                                                         | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |     346293 | PA      | $171136.14     | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                                               | Radian Group, Inc.                                                                                                            | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     625000 | PA      | $646334.56     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc.                                                                                                      | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     805826 | PA      | $734235.96     | 0.00%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: —       |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc.                                                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     940000 | PA      | $934035.03     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | Rady Children's Hospital-San Diego, Series 21A                                                                                | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     250000 | PA      | $166292.89     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc.                                                                                                             | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     490000 | PA      | $516521.28     | 0.00%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Railworks Holdings LP                                                            | Railworks Holdings LP                                                                                                         | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $340195.72     | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     790000 | PA      | $746358.85     | 0.00%             | 2031-04-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    1740000 | PA      | $1812287.91    | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    2122000 | PA      | $2325613.77    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     590000 | PA      | $602462.45     | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                               | Ralph Lauren Corp.                                                                                                            | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     145000 | PA      | $147417.36     | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                            | Range Resources Corp.                                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     575000 | PA      | $564415.09     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                  | Rand Parent LLC                                                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $825924.68     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy LNG S3                                                               | QatarEnergy LNG S3                                                                                                            | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     304220 | PA      | $304605.30     | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC                                                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1321796.70    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     957000 | PA      | $852006.25     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     722000 | PA      | $726695.00     | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     941000 | PA      | $678226.56     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     465000 | PA      | $453481.48     | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     260000 | PA      | $248494.90     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | Rayonier LP                                                                                                                   | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |     535000 | PA      | $482105.84     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     277000 | PA      | $181617.05     | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     777000 | PA      | $711808.26     | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     403000 | PA      | $417803.33     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     750000 | PA      | $708763.40     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     773000 | PA      | $704036.29     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     655000 | PA      | $585269.69     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $841119.66     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $740199.70     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $890014.62     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     975000 | PA      | $861684.47     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $737435.40     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1468279.34    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1289907.23    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     205000 | PA      | $212314.38     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1163013.47    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1619587.10    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1728002.38    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                                                 | Citizens Bank NA                                                                                                              | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     770000 | PA      | $770905.40     | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                                                 | Citizens Bank NA                                                                                                              | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496434.91     | 0.00%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2, Inc.                                                     | Real Hero Merger Sub 2, Inc.                                                                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     629000 | PA      | $254926.62     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     604000 | PA      | $591833.21     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     407000 | PA      | $388327.10     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     690200 | PA      | $691806.60     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $614286.23     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     628000 | PA      | $539001.40     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     620000 | PA      | $613063.85     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     500000 | PA      | $482510.68     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1330954.78    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     485000 | PA      | $400216.54     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     725000 | PA      | $721963.81     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     704000 | PA      | $692470.53     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     783000 | PA      | $749284.63     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     630000 | PA      | $600285.36     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     480000 | PA      | $426169.35     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     840000 | PA      | $875719.92     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202358.91     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604176.16     | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     585000 | PA      | $583641.16     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     325000 | PA      | $311828.92     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     855000 | PA      | $843794.65     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     420000 | PA      | $403588.93     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     235000 | PA      | $220267.28     | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     450000 | PA      | $401692.91     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     725000 | PA      | $731691.27     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1047987.68    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     435000 | PA      | $413454.77     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175160.64     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     505000 | PA      | $498887.35     | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488582.79     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     355000 | PA      | $350677.35     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services plc                                          | Reckitt Benckiser Treasury Services plc                                                                                       | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    1583000 | PA      | $1561051.49    | 0.00%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance Sarl                                                                                                        | CUSIP: 75735GAD0<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $395111.17     | 0.00%             | 2036-04-28      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1440462.52    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1379183.34    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1185021.46    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     240000 | PA      | $199743.88     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     555000 | PA      | $552938.05     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     480000 | PA      | $404292.47     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     550000 | PA      | $523781.00     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237557.00     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     595000 | PA      | $601844.77     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     225000 | PA      | $223913.83     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     435000 | PA      | $439128.04     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     265000 | PA      | $258246.55     | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1212412.90    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     992000 | PA      | $595423.15     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regions Bank                                                                     | Regions Bank                                                                                                                  | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     495000 | PA      | $518616.78     | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     242000 | PA      | $274862.20     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     740000 | PA      | $695997.99     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     620000 | PA      | $636885.79     | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     900000 | PA      | $903809.62     | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     871000 | PA      | $852978.97     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     778000 | PA      | $729520.01     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     565000 | PA      | $588485.87     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     680000 | PA      | $694684.33     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39183.02      | 0.00%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                                   | Reliance, Inc.                                                                                                                | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     350000 | PA      | $315075.16     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     675000 | PA      | $655579.61     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     920000 | PA      | $946367.46     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $307881.64     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance, Inc.                                                      | RenaissanceRe Finance, Inc.                                                                                                   | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     893000 | PA      | $884012.97     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Upbound Group, Inc.                                                              | Upbound Group, Inc.                                                                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     440000 | PA      | $435311.32     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding plc                                                    | Rentokil Terminix Funding plc                                                                                                 | CUSIP: 760129AA4<br>LEI: 25490006YYBUKL2Q8A81 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $495117.82     | 0.00%             | 2031-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                                                                 | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604831.08     | 0.00%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     475000 | PA      | $482700.19     | 0.00%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 2                                                            | Scentre Group Trust 2                                                                                                         | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |     810000 | PA      | $814336.50     | 0.00%             | 2080-09-24      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275903.54     | 0.00%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     520000 | PA      | $526366.78     | 0.00%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     700000 | PA      | $713843.86     | 0.00%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     270000 | PA      | $293148.06     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     493000 | PA      | $508704.22     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     813000 | PA      | $803838.75     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $999536.73     | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     869000 | PA      | $802574.32     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     673000 | PA      | $443413.57     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     985000 | PA      | $855102.32     | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     930000 | PA      | $797262.68     | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     635000 | PA      | $549472.26     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1065431.69    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     665000 | PA      | $670454.78     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     630000 | PA      | $639784.90     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     495000 | PA      | $504999.98     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     525000 | PA      | $535345.42     | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     430000 | PA      | $434738.51     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     315000 | PA      | $320544.41     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1100000 | PA      | $1303194.12    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     720000 | PA      | $622146.92     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    3975000 | PA      | $3690435.56    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     868667 | PA      | $870842.09     | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2600000 | PA      | $2337943.06    | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2100000 | PA      | $2206137.07    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1200000 | PA      | $1104125.00    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2350000 | PA      | $2423479.13    | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                            | Resideo Funding, Inc.                                                                                                         | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     390000 | PA      | $372474.27     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                            | Resideo Funding, Inc.                                                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     672000 | PA      | $678426.31     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAC1<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |     420000 | PA      | $354860.60     | 0.00%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     427000 | PA      | $422619.69     | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | Kite Realty Group Trust                                                                                                       | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     238000 | PA      | $238409.27     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     745000 | PA      | $658431.41     | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     505000 | PA      | $437630.76     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     335000 | PA      | $338583.40     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     471000 | PA      | $535044.85     | 0.00%             | 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        |     623000 | PA      | $625869.75     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     730000 | PA      | $750948.00     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2159910.48    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     595000 | PA      | $564769.57     | 0.00%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     620000 | PA      | $640117.23     | 0.00%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     480000 | PA      | $494598.04     | 0.00%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     660000 | PA      | $674987.26     | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     430000 | PA      | $432625.73     | 0.00%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     490000 | PA      | $498056.93     | 0.00%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     440000 | PA      | $437553.42     | 0.00%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     545000 | PA      | $542052.32     | 0.00%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     445000 | PA      | $441753.25     | 0.00%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     375000 | PA      | $371787.48     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     410000 | PA      | $427982.22     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     985000 | PA      | $1043971.60    | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     966000 | PA      | $946196.33     | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    1485000 | PA      | $899563.80     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     803000 | PA      | $733103.57     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     966000 | PA      | $815542.88     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     815000 | PA      | $825654.04     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1155000 | PA      | $1057170.26    | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     990000 | PA      | $994905.16     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2370000 | PA      | $2405562.87    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     920000 | PA      | $936247.80     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1520000 | PA      | $1548196.59    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $690507.41     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     705000 | PA      | $708956.44     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                                                                      | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     655000 | PA      | $664227.38     | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     883000 | PA      | $916640.30     | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                   | Rivers Enterprise Borrower LLC                                                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $453796.81     | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                   | Rivers Enterprise Borrower LLC                                                                                                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $284848.04     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                                     | ROBLOX Corp.                                                                                                                  | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1031324.62    | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1120906.99    | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     685000 | PA      | $568906.49     | 0.00%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BP6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1046778.20    | 0.00%             | 2028-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     975000 | PA      | $921753.68     | 0.00%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1756513.09    | 0.00%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1078005.52    | 0.00%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1432688.52    | 0.00%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1540139.91    | 0.00%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1439921.48    | 0.00%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     610000 | PA      | $619436.46     | 0.00%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     685000 | PA      | $698983.84     | 0.00%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1240188.28    | 0.00%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     965000 | PA      | $916157.10     | 0.00%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: —       |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     665000 | PA      | $662947.61     | 0.00%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     600000 | PA      | $589471.95     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394683.29     | 0.00%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393499.51     | 0.00%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392738.29     | 0.00%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Rochester Gas & Electric Corp.                                                   | Rochester Gas & Electric Corp.                                                                                                | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |     910000 | PA      | $898701.13     | 0.00%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                   | TGNR Intermediate Holdings LLC                                                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     730000 | PA      | $720616.50     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation (The)                                                     | Rockefeller Foundation (The), Series 2020                                                                                     | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     884000 | PA      | $527320.88     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1944367.73    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1967238.41    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $785460.36     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1075399.67    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495527.21     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     876000 | PA      | $789560.48     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     600000 | PA      | $533976.00     | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     790000 | PA      | $784913.91     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     217000 | PA      | $228527.60     | 0.00%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505000.00     | 0.00%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     625000 | PA      | $617539.36     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     455000 | PA      | $443458.49     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     290000 | PA      | $302336.07     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1010714.47    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     785000 | PA      | $634985.30     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     620000 | PA      | $539805.53     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     530000 | PA      | $296399.11     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     385000 | PA      | $437625.02     | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     653000 | PA      | $538662.71     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $792356.12     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     814000 | PA      | $715576.79     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     590000 | PA      | $460202.59     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     695000 | PA      | $544988.54     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     818000 | PA      | $595311.28     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     819000 | PA      | $814020.41     | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1935000 | PA      | $1807919.07    | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     657000 | PA      | $554950.28     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $1651989.18    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1209554.78    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1492683.34    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc., Series NC5                                                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $714525.19     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $1084102.37    | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co.                                                                  | Rohm & Haas Co.                                                                                                               | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $109036.95     | 0.00%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                              | Roller Bearing Co. of America, Inc.                                                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     540000 | PA      | $527782.77     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                    | Rollins, Inc.                                                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239734.65     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     940000 | PA      | $953862.20     | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1160000 | PA      | $1079775.35    | 0.00%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1000000 | PA      | $942001.48     | 0.00%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     690000 | PA      | $685875.78     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     510000 | PA      | $504803.09     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1078365.13    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258117.53     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     410000 | PA      | $403846.35     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1136834.97    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     781000 | PA      | $774891.23     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     718000 | PA      | $679374.17     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     727000 | PA      | $650278.57     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $984181.44     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     935000 | PA      | $896611.86     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                                                             | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     515000 | PA      | $453279.80     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1795000 | PA      | $1806222.35    | 0.00%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1620000 | PA      | $1611429.93    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1199000 | PA      | $1181946.95    | 0.00%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1979000 | PA      | $2000448.62    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     395000 | PA      | $411049.41     | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     571000 | PA      | $562268.66     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1755000 | PA      | $1773863.28    | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     955000 | PA      | $958219.79     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1585000 | PA      | $1621064.75    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2290000 | PA      | $2324289.30    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     500000 | PA      | $506332.11     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2053000 | PA      | $1834564.28    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1125000 | PA      | $1120073.44    | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     923000 | PA      | $889043.89     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1665000 | PA      | $1667250.03    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1540000 | PA      | $1579958.95    | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1195000 | PA      | $1208063.93    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2375000 | PA      | $2399935.71    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1170000 | PA      | $1183077.22    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1445000 | PA      | $1472116.30    | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1655000 | PA      | $1683005.44    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1825000 | PA      | $1867144.55    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1790000 | PA      | $1811347.72    | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1710000 | PA      | $1725021.28    | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2310000 | PA      | $2348794.54    | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1350000 | PA      | $1366399.93    | 0.00%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1725000 | PA      | $1726228.34    | 0.00%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1399348.13    | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1640000 | PA      | $1629294.03    | 0.00%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1330000 | PA      | $1307898.65    | 0.00%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1250000 | PA      | $1244841.81    | 0.00%             | 2030-04-17      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAV0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1495000 | PA      | $1485865.12    | 0.00%             | 2032-05-03      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1840000 | PA      | $1843281.26    | 0.01%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2110000 | PA      | $2115846.39    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1440000 | PA      | $1415800.03    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     800000 | PA      | $774395.86     | 0.00%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     920000 | PA      | $879518.05     | 0.00%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                                                                            | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     360000 | PA      | $413464.55     | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1037000 | PA      | $1001015.04    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1045000 | PA      | $943607.79     | 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        |    1190000 | PA      | $907368.19     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1525000 | PA      | $1041475.19    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     570000 | PA      | $499896.50     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $476973.77     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     590000 | PA      | $600201.61     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     605000 | PA      | $612847.38     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     560000 | PA      | $544001.45     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     375000 | PA      | $370608.38     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1285000 | PA      | $1275361.97    | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     475000 | PA      | $465451.90     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RRD Intermediate Holdings, Inc.                                                  | RRD Intermediate Holdings, Inc.                                                                                               | CUSIP: 780934AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     516453 | PA      | $527330.97     | 0.00%             | 2030-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Rush System for Health Obligated Group                                           | Rush System for Health Obligated Group, Series 2020                                                                           | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $446120.36     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2010H                                                                      | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     500000 | PA      | $507120.67     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019P                                                                      | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     100000 | PA      | $65202.80      | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019R                                                                      | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     200000 | PA      | $159412.87     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1226185.99    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     485000 | PA      | $470785.67     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     480000 | PA      | $479773.85     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     535000 | PA      | $546488.06     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     530000 | PA      | $538391.06     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     695000 | PA      | $725387.68     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     450000 | PA      | $493331.94     | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     380000 | PA      | $389247.33     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     230000 | PA      | $236231.18     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     330000 | PA      | $334254.76     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     575000 | PA      | $581384.18     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     410000 | PA      | $416944.00     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     350000 | PA      | $352998.27     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     285000 | PA      | $281361.94     | 0.00%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     603000 | PA      | $529318.14     | 0.00%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     540000 | PA      | $499288.45     | 0.00%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     270000 | PA      | $258974.97     | 0.00%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                        | CUSIP: 78408LAA5<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |     265000 | PA      | $212019.76     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     715000 | PA      | $670326.53     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $746829.69     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $509436.13     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     426000 | PA      | $371643.74     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     830000 | PA      | $837880.64     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1236861.93    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1355084.68    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     495000 | PA      | $452218.49     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1067361.54    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     530000 | PA      | $377634.30     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     735000 | PA      | $756535.92     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     355000 | PA      | $347547.66     | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     435000 | PA      | $429018.82     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1540651.49    | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1472897.72    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC                                                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     700000 | PA      | $721350.42     | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                        | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      50000 | PA      | $38745.67      | 0.00%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SES AMERICOM, Inc.                                                               | SES AMERICOM, Inc.                                                                                                            | CUSIP: 78413KAB8<br>LEI: 529900CXBBQLCMXKBJ24 | Long             | DBT              | CORP              | US        |     519000 | PA      | $405188.52     | 0.00%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1122255.47    | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     690000 | PA      | $684789.19     | 0.00%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE Recovery Funding LLC, Series A-2                                                                                          | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $278192.26     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE Recovery Funding LLC                                                                                                      | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $494341.25     | 0.00%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     620000 | PA      | $527329.54     | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                     | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $202388.10     | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                     | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $292510.37     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     440000 | PA      | $419203.59     | 0.00%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     700000 | PA      | $710280.61     | 0.00%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    1065000 | PA      | $1090623.32    | 0.00%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     715000 | PA      | $725138.47     | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     740000 | PA      | $744624.86     | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $201658.37     | 0.00%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $392122.91     | 0.00%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     442000 | PA      | $442158.02     | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     415000 | PA      | $415731.74     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     795000 | PA      | $815584.95     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     755000 | PA      | $774189.52     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1008944.95    | 0.00%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SP PowerAssets Ltd.                                                              | SP PowerAssets Ltd.                                                                                                           | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |     800000 | PA      | $786733.40     | 0.00%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $2077800.87    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     745000 | PA      | $753799.27     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF Group SACA                                                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     395000 | PA      | $368724.09     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp.                                                            | SSM Health Care Corp., Series A                                                                                               | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     325000 | PA      | $323191.21     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp.                                                            | SSM Health Care Corp.                                                                                                         | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     320000 | PA      | $322489.97     | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                      | SV RNO Property Owner 1 LLC                                                                                                   | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3763327.40    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF Group SACA                                                                                                                | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $405030.42     | 0.00%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     638000 | PA      | $632149.10     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     830000 | PA      | $769140.55     | 0.00%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     582000 | PA      | $490804.58     | 0.00%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $597395.21     | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1583000 | PA      | $1575879.11    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1413150.51    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     528626 | PA      | $552817.75     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     451000 | PA      | $437934.98     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     355000 | PA      | $308809.72     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1062323.67    | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     544000 | PA      | $469097.26     | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                                     | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1031423.17    | 0.00%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     660000 | PA      | $596724.36     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     355000 | PA      | $373707.96     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     330000 | PA      | $335615.97     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     885000 | PA      | $801894.55     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     190000 | PA      | $170066.73     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Safeway, Inc.                                                                    | Safeway, Inc.                                                                                                                 | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |     245000 | PA      | $257800.51     | 0.00%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sagicor Financial Co. Ltd.                                                       | Sagicor Financial Co. Ltd.                                                                                                    | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |     465000 | PA      | $464474.86     | 0.00%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     420000 | PA      | $476692.99     | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    1927330 | PA      | $15920.50      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1635578.85    | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1099510.37    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1080164.33    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1282436.39    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $1476610.76    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $921960.82     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3053363.25    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3095438.39    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3120929.65    | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2475979.57    | 0.01%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3265307.63    | 0.01%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1248704.98    | 0.00%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3203702.50    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1234990.87    | 0.00%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp., Series 2019A                                                                                  | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     595000 | PA      | $537364.05     | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp., Series 2021B                                                                                  | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $817423.17     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: —       |
| Sally Holdings LLC                                                               | Sally Holdings LLC                                                                                                            | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     625000 | PA      | $643991.42     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Salt River Project Agricultural Improvement & Power District                     | Salt River Project Agricultural Improvement & Power District, Series 2010A                                                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $956114.73     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     160000 | PA      | $161210.38     | 0.00%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     175000 | PA      | $176072.61     | 0.00%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600902.39     | 0.00%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     375000 | PA      | $372115.37     | 0.00%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     153000 | PA      | $152364.42     | 0.00%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     945000 | PA      | $868201.05     | 0.00%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     750000 | PA      | $717922.81     | 0.00%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     755000 | PA      | $798062.40     | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2010A                                                                      | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     200000 | PA      | $208307.79     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2025A                                                                      | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      95000 | PA      | $95057.87      | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2025A                                                                      | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     250000 | PA      | $248600.71     | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| San Diego County Regional Transportation Commission                              | San Diego County Regional Transportation Commission, Series 2010A                                                             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    1160000 | PA      | $1150212.59    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | San Diego County Water Authority, Series 2010B                                                                                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     250000 | PA      | $251651.90     | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     365000 | PA      | $380666.60     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     487000 | PA      | $438520.76     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series RRR                                                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     461000 | PA      | $340793.95     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     550000 | PA      | $428484.16     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series TTT                                                                                      | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     522000 | PA      | $400988.76     | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     380000 | PA      | $253732.44     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series VVV                                                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1189500 | PA      | $1054956.45    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $656712.03     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series XXX                                                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     655000 | PA      | $596947.03     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     265000 | PA      | $187628.90     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     935000 | PA      | $864105.53     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1008186.22    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     655000 | PA      | $620354.97     | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     905000 | PA      | $920169.86     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series DDDD                                                                                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     395000 | PA      | $393843.53     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series EEEE                                                                                     | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     450000 | PA      | $448215.71     | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| City of San Francisco                                                            | City of San Francisco, Series 2010G                                                                                           | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $54647.66      | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater               | San Francisco City & County Public Utilities Commission Wastewater, Series 2024A                                              | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     410000 | PA      | $412957.73     | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | San Joaquin Hills Transportation Corridor Agency, Series 2021B                                                                | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $186281.41     | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1898000 | PA      | $1919894.22    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     735000 | PA      | $718809.53     | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     690000 | PA      | $654032.95     | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     640000 | PA      | $586974.59     | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    1081000 | PA      | $1070272.94    | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     425000 | PA      | $423427.32     | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     950000 | PA      | $942860.80     | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     520000 | PA      | $510111.60     | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     975000 | PA      | $963934.11     | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     635000 | PA      | $577795.27     | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1345000 | PA      | $1387242.47    | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     795000 | PA      | $795645.34     | 0.00%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     645000 | PA      | $663609.91     | 0.00%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $396794.23     | 0.00%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $773963.48     | 0.00%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1097051.71    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1670879.06    | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     846000 | PA      | $875417.27     | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     215000 | PA      | $237405.75     | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1042212.17    | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     740000 | PA      | $780147.60     | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1425716.87    | 0.00%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     585000 | PA      | $593512.63     | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     870000 | PA      | $894376.77     | 0.00%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2023-1, Class C                                                                | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5971027 | PA      | $6004676.66    | 0.02%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                                                               | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243422 | PA      | $243906.87     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2026-1, Class A3                                                               | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1093444.02    | 0.00%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-3, Class C                                                                | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500236.54     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                                                               | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $699777.01     | 0.00%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-4, Class B                                                                | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $497532.75     | 0.00%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1225000 | PA      | $1150075.95    | 0.00%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     825000 | PA      | $899080.48     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1140000 | PA      | $1149433.27    | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                         | Province of Saskatchewan                                                                                                      | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     265000 | PA      | $262700.66     | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                         | Province of Saskatchewan                                                                                                      | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     415000 | PA      | $421774.19     | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $751159.37     | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     400000 | PA      | $420477.28     | 0.00%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Saturn Oil & Gas, Inc.                                                           | Saturn Oil & Gas, Inc.                                                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     677125 | PA      | $709706.69     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     655000 | PA      | $726202.52     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     235000 | PA      | $263707.94     | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1272791.11    | 0.00%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1570214.60    | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     660000 | PA      | $665342.44     | 0.00%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     670000 | PA      | $683021.53     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     555000 | PA      | $557267.49     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     590000 | PA      | $589836.93     | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     590000 | PA      | $592204.47     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $933196.05     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                       | Schlumberger Investment SA                                                                                                    | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |     658000 | PA      | $615278.79     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1080632.19    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     943000 | PA      | $936970.41     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     930000 | PA      | $903631.15     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     603000 | PA      | $609614.35     | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $923240.85     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1046002.65    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     875000 | PA      | $787849.86     | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     845000 | PA      | $738093.07     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1087887.36    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     390000 | PA      | $369683.29     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1057315.35    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     845000 | PA      | $867059.80     | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1378566.83    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1413306.97    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1485558.87    | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     685000 | PA      | $675832.53     | 0.00%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     775000 | PA      | $755477.24     | 0.00%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                             | Mativ Holdings, Inc.                                                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     415000 | PA      | $401420.70     | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                         | Science Applications International Corp.                                                                                      | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     430000 | PA      | $425835.04     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                         | Science Applications International Corp.                                                                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     370000 | PA      | $364849.03     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP                                                                                                  | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     830000 | PA      | $699227.90     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     612000 | PA      | $625543.43     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     495000 | PA      | $494555.28     | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     440000 | PA      | $431216.53     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     405000 | PA      | $377728.88     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     500000 | PA      | $466248.43     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                             | EW Scripps Co. (The)                                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     575000 | PA      | $576752.24     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                                          | Scripps Escrow II, Inc.                                                                                                       | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $573271.32     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Scripps Escrow II, Inc.                                                          | Scripps Escrow II, Inc.                                                                                                       | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $306257.71     | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seadrill Finance Ltd.                                                            | Seadrill Finance Ltd.                                                                                                         | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     585000 | PA      | $611809.60     | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     350000 | PA      | $357526.90     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     480000 | PA      | $468179.43     | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     477000 | PA      | $498452.77     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     365000 | PA      | $352402.30     | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     517000 | PA      | $541725.08     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     745000 | PA      | $830305.27     | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     554000 | PA      | $563509.87     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $51073.97      | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     460000 | PA      | $449650.00     | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                                    | Seaspan Corp.                                                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     850000 | PA      | $815610.51     | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | Seattle Children's Hospital, Series 2021                                                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     545000 | PA      | $334349.96     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                             | SeaWorld Parks & Entertainment, Inc.                                                                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     750000 | PA      | $725295.92     | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Securian Financial Group, Inc.                                                   | Securian Financial Group, Inc.                                                                                                | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |     430000 | PA      | $366300.90     | 0.00%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     675000 | PA      | $654727.00     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Selective Insurance Group, Inc.                                                  | Selective Insurance Group, Inc.                                                                                               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     165000 | PA      | $147965.69     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                                  | Selective Insurance Group, Inc.                                                                                               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     335000 | PA      | $346302.85     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     891000 | PA      | $909759.88     | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1275484.33    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1228359.74    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     958000 | PA      | $809620.16     | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     913000 | PA      | $679485.11     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     745000 | PA      | $733658.89     | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     705000 | PA      | $688922.95     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     615000 | PA      | $633282.72     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1178867.15    | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1293561.01    | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75372.06      | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     470000 | PA      | $473703.72     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     280000 | PA      | $282579.01     | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     810000 | PA      | $799810.34     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                | Sempra Infrastructure Partners LP                                                                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |     540000 | PA      | $477568.79     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     557000 | PA      | $541208.03     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     652000 | PA      | $634487.63     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     530000 | PA      | $533587.05     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     545000 | PA      | $529139.84     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $558137.10     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     540000 | PA      | $556652.67     | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sentara Health                                                                   | Sentara Health, Series 2021                                                                                                   | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     115000 | PA      | $72189.55      | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157894.28     | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     560000 | PA      | $555877.91     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     885000 | PA      | $883187.61     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     825000 | PA      | $768563.69     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     865000 | PA      | $816694.30     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     900000 | PA      | $907743.31     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1015382.13    | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     480000 | PA      | $492393.49     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     170000 | PA      | $156297.63     | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1616409.44    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1263577.37    | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $983652.28     | 0.00%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     597000 | PA      | $400293.86     | 0.00%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1857000 | PA      | $1076891.86    | 0.00%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | Sharp HealthCare, Series 20B                                                                                                  | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     460000 | PA      | $276986.88     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP                                                                    | Shea Homes LP                                                                                                                 | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $338128.26     | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP                                                                    | Shea Homes LP                                                                                                                 | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     492000 | PA      | $485870.95     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     665000 | PA      | $525247.68     | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     125000 | PA      | $122611.40     | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     270000 | PA      | $227738.25     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     110000 | PA      | $87082.96      | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     265000 | PA      | $248544.60     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     365000 | PA      | $344640.69     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      20000 | PA      | $13574.66      | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     760000 | PA      | $553920.04     | 0.00%             | 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        |    2419000 | PA      | $2047152.71    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1826139.72    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1442000 | PA      | $1367767.29    | 0.00%             | 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        |    1136000 | PA      | $1001022.25    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1385110.28    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1400323.24    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2163000 | PA      | $1475486.58    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1214000 | PA      | $928277.82     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     690000 | PA      | $681962.61     | 0.00%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $643134.35     | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1687646.58    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2970927.73    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1131729.89    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1034326.80    | 0.00%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1362000 | PA      | $901624.58     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $735138.26     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     120000 | PA      | $96022.44      | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     430000 | PA      | $360696.30     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1556000 | PA      | $1542166.85    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1154563.50    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     874000 | PA      | $833624.36     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     595000 | PA      | $436192.19     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     560000 | PA      | $513300.63     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     550000 | PA      | $366556.43     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     730000 | PA      | $637167.55     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     655000 | PA      | $395946.99     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     605000 | PA      | $606745.78     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     435000 | PA      | $437616.15     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     570000 | PA      | $568510.24     | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     475000 | PA      | $473625.58     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     535000 | PA      | $537433.20     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1497516.66    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $391922.12     | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAR1<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $389808.57     | 0.00%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAV2<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $401311.97     | 0.00%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     975000 | PA      | $845301.36     | 0.00%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1780000 | PA      | $1286989.68    | 0.00%             | 2046-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAT0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     760000 | PA      | $631520.79     | 0.00%             | 2047-03-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1315000 | PA      | $1258834.23    | 0.00%             | 2028-03-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1330000 | PA      | $1200465.65    | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    2350000 | PA      | $1754596.40    | 0.00%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     950000 | PA      | $953888.86     | 0.00%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1008213.38    | 0.00%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1019225.67    | 0.00%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     855000 | PA      | $873938.16     | 0.00%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     320000 | PA      | $324270.43     | 0.00%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     215000 | PA      | $218714.04     | 0.00%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     450000 | PA      | $443640.93     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     320000 | PA      | $314126.84     | 0.00%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299078.35     | 0.00%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc.                                                              | Signal Parent, Inc.                                                                                                           | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     322000 | PA      | $124290.73     | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                            | Silgan Holdings, Inc.                                                                                                         | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     560000 | PA      | $550341.97     | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                              | Simmons Foods, Inc.                                                                                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     915000 | PA      | $883392.78     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     507000 | PA      | $568947.73     | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     694000 | PA      | $625375.73     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     587000 | PA      | $485208.20     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     665000 | PA      | $540349.27     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     649000 | PA      | $643068.39     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     749000 | PA      | $739033.22     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1618670.07    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $823388.58     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     655000 | PA      | $484885.31     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     980000 | PA      | $910895.63     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1198807.99    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     950000 | PA      | $854874.08     | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     720000 | PA      | $631406.56     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     765000 | PA      | $684114.08     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     655000 | PA      | $678944.45     | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597750.95     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     670000 | PA      | $721176.94     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     415000 | PA      | $457923.68     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     635000 | PA      | $621157.05     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     410000 | PA      | $407347.47     | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     675000 | PA      | $676098.01     | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     475000 | PA      | $468117.05     | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     515000 | PA      | $454286.53     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     690000 | PA      | $535394.62     | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     865000 | PA      | $895599.61     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                | Singapore Telecommunications Ltd.                                                                                             | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |     150000 | PA      | $171272.54     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sinochem Overseas Capital Co. Ltd.                                               | Sinochem Overseas Capital Co. Ltd.                                                                                            | CUSIP: 82937AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     650000 | PA      | $725615.68     | 0.00%             | 2040-11-12      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1003473.14    | 0.00%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1756500 | PA      | $1752199.04    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1393562.51    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1527000 | PA      | $1422867.91    | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1981717.20    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1291599.21    | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SiriusPoint Ltd.                                                                 | SiriusPoint Ltd.                                                                                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |      75000 | PA      | $78522.10      | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     670000 | PA      | $685022.66     | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     725000 | PA      | $721292.62     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     185000 | PA      | $185947.38     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     885000 | PA      | $872651.36     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1022799.53    | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1027480.07    | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     340000 | PA      | $341219.77     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     440000 | PA      | $442914.79     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1300046.25    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     740000 | PA      | $699551.14     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     365000 | PA      | $376809.26     | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152021.62     | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     235000 | PA      | $233597.36     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     750000 | PA      | $767911.10     | 0.00%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     400000 | PA      | $397165.39     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 83051B2B4<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     400000 | PA      | $395826.98     | 0.00%             | 2031-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 83051B2C2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     400000 | PA      | $396257.29     | 0.00%             | 2029-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Skeena Resources Ltd.                                                            | Skeena Resources Ltd.                                                                                                         | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $183199.92     | 0.00%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1796667 | PA      | $1798000.06    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     690000 | PA      | $621774.14     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Slovenia                                                             | Slovenia Government Bond                                                                                                      | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    1000000 | PA      | $1030208.88    | 0.00%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $990979.98     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     765000 | PA      | $776345.79     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     619000 | PA      | $624711.37     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     838000 | PA      | $767444.82     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     910000 | PA      | $803163.23     | 0.00%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     795000 | PA      | $737054.07     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     934000 | PA      | $763399.67     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     942000 | PA      | $927815.36     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     520000 | PA      | $479913.96     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     630000 | PA      | $541922.40     | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     940000 | PA      | $972605.77     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1108461.75    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1067998.61    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     860000 | PA      | $900702.83     | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     505000 | PA      | $514808.03     | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     920000 | PA      | $934012.30     | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     780000 | PA      | $753497.56     | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | Smurfit Westrock Financing DAC                                                                                                | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     370000 | PA      | $372627.78     | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | Smurfit Westrock Financing DAC                                                                                                | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     600000 | PA      | $591306.32     | 0.00%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1189205.74    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     560000 | PA      | $447691.25     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     675000 | PA      | $448439.52     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1305036.99    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     525000 | PA      | $508359.25     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                                                                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     800000 | PA      | $806260.72     | 0.00%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                                                                      | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     600000 | PA      | $616811.06     | 0.00%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                                                                      | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     360000 | PA      | $370940.99     | 0.00%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83367TBT5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     555000 | PA      | $511408.54     | 0.00%             | 2045-11-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     789000 | PA      | $791089.48     | 0.00%             | 2028-09-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1150000 | PA      | $1077558.66    | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $506316.27     | 0.00%             | 2035-07-08      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     985000 | PA      | $714183.54     | 0.00%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1165000 | PA      | $1048799.42    | 0.00%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     840000 | PA      | $761167.48     | 0.00%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $673810.64     | 0.00%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1365000 | PA      | $1408948.53    | 0.00%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     805000 | PA      | $809124.97     | 0.00%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1430000 | PA      | $1470208.15    | 0.00%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1140000 | PA      | $1222243.09    | 0.00%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     885000 | PA      | $937899.82     | 0.00%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     780000 | PA      | $795491.80     | 0.00%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1030000 | PA      | $1065537.26    | 0.00%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1150000 | PA      | $1188555.19    | 0.00%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202764.84     | 0.00%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1040290.11    | 0.00%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     950000 | PA      | $968704.92     | 0.00%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1010156.03    | 0.00%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1055000 | PA      | $1037326.33    | 0.00%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $198062.72     | 0.00%             | 2030-04-12      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1050000 | PA      | $1024545.79    | 0.00%             | 2037-04-10      | Variable      | 5.40%                 | No            |                  2 | On Loan: —       |
| Sodexo, Inc.                                                                     | Sodexo, Inc.                                                                                                                  | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     455000 | PA      | $411967.60     | 0.00%             | 2031-04-16      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Sodexo, Inc.                                                                     | Sodexo, Inc.                                                                                                                  | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202154.38     | 0.00%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                   | SoftBank Corp.                                                                                                                | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $397302.95     | 0.00%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                   | SoftBank Corp.                                                                                                                | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $395244.04     | 0.00%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Solar Star Funding LLC                                                           | Solar Star Funding LLC                                                                                                        | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132915 | PA      | $132962.87     | 0.00%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                                      | Syensqo Finance America LLC                                                                                                   | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     635000 | PA      | $651166.27     | 0.00%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                                      | Syensqo Finance America LLC                                                                                                   | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     510000 | PA      | $518799.94     | 0.00%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc.                                                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496975.29     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     774000 | PA      | $791353.81     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1094969.36    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1804250.46    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1720224.70    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                             | Sompo Holdings, Inc.                                                                                                          | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |     780000 | PA      | $767460.61     | 0.00%             | 2037-04-22      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     669000 | PA      | $653800.33     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     610000 | PA      | $586902.04     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     245000 | PA      | $243874.37     | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     815000 | PA      | $767823.01     | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     650000 | PA      | $584325.62     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     245000 | PA      | $244522.06     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     795000 | PA      | $779817.33     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sotheby's                                                                        | Sotheby's                                                                                                                     | CUSIP: 835898AJ6<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     515000 | PA      | $500403.55     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                        | Sotheby's                                                                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $305466.50     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                       | Sotera Health Holdings LLC                                                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     825000 | PA      | $858335.21     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     975000 | PA      | $901184.86     | 0.00%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1200000 | PA      | $971990.25     | 0.00%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2200000 | PA      | $2176111.50    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1000000 | PA      | $746904.91     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     800000 | PA      | $801415.78     | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1600000 | PA      | $1291157.54    | 0.00%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1400000 | PA      | $1426189.07    | 0.00%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     800000 | PA      | $696988.88     | 0.00%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2000000 | PA      | $1985476.64    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3500000 | PA      | $2820503.28    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1400000 | PA      | $1420116.39    | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1400000 | PA      | $1342946.67    | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     470000 | PA      | $489227.03     | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     665000 | PA      | $701422.38     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     341000 | PA      | $373704.18     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     585000 | PA      | $600304.82     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     294000 | PA      | $311154.52     | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     410000 | PA      | $404733.93     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     379000 | PA      | $332164.33     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     495000 | PA      | $433395.94     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries, Inc.                                                    | South Jersey Industries, Inc.                                                                                                 | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $248482.63     | 0.00%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK Corp.                                                            | SOUTHSTATE BANK Corp.                                                                                                         | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10392.13      | 0.00%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd.                                                            | South32 Treasury Ltd.                                                                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     575000 | PA      | $552783.83     | 0.00%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     324000 | PA      | $338254.04     | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     528000 | PA      | $548107.17     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 04-G                                                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     485000 | PA      | $491096.25     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 05-E                                                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     410000 | PA      | $404616.01     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     368000 | PA      | $366765.77     | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 06-E                                                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     385000 | PA      | $383457.94     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 08-A                                                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     635000 | PA      | $641646.61     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     413000 | PA      | $419107.42     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     555000 | PA      | $534013.70     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     565000 | PA      | $485597.21     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     497000 | PA      | $388970.06     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 13-A                                                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     555000 | PA      | $419630.66     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     845000 | PA      | $705407.22     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                                      | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     677000 | PA      | $477106.61     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1345840.21    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                                                                      | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     558000 | PA      | $548466.03     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1298000 | PA      | $967654.84     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series A                                                                                      | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1151705.70    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                                                                      | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     686000 | PA      | $568494.17     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1000473.51    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $933734.89     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $939300.58     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 20A                                                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     740000 | PA      | $441478.19     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series G                                                                                      | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     710000 | PA      | $633638.84     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series H                                                                                      | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     510000 | PA      | $346318.54     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     550000 | PA      | $489958.59     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     670000 | PA      | $435033.60     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series D                                                                                      | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     935000 | PA      | $937729.55     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series E                                                                                      | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     405000 | PA      | $357579.97     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     810000 | PA      | $824773.36     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     675000 | PA      | $705316.32     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     535000 | PA      | $541410.48     | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     440000 | PA      | $402224.69     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     640000 | PA      | $601432.29     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     555000 | PA      | $567169.23     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     890000 | PA      | $880642.80     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     935000 | PA      | $946082.54     | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     455000 | PA      | $417004.17     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818255.93     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     640000 | PA      | $639449.14     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     530000 | PA      | $498947.05     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     665000 | PA      | $674808.14     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     690000 | PA      | $676287.03     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     725000 | PA      | $709634.15     | 0.00%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     420000 | PA      | $403686.43     | 0.00%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     428000 | PA      | $333945.55     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series UU                                                                                        | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     490000 | PA      | $377487.86     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series VV                                                                                        | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     603000 | PA      | $478991.39     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series WW                                                                                        | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     438000 | PA      | $327758.24     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series XX                                                                                        | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1091841.22    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     720000 | PA      | $712979.18     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     600000 | PA      | $631933.50     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     615000 | PA      | $596557.05     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509157.90     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     585000 | PA      | $556267.40     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     620000 | PA      | $622849.12     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     800000 | PA      | $819318.54     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     475000 | PA      | $476189.09     | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     715000 | PA      | $657729.28     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1914000 | PA      | $1576031.70    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     540000 | PA      | $544350.41     | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series A                                                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $775107.98     | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 21-B                                                                                               | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     260000 | PA      | $247907.81     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $365793.48     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     625000 | PA      | $630254.80     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     760000 | PA      | $768479.24     | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1048821.48    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1030064.30    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     685000 | PA      | $666696.84     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 2025                                                                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     835000 | PA      | $860589.97     | 0.00%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404197.92     | 0.00%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1132046.46    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1483097.81    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     900000 | PA      | $854478.17     | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1653478.34    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     600000 | PA      | $456140.80     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     362000 | PA      | $294220.80     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series 20-A                                                                                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     660000 | PA      | $580404.05     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series 21A                                                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     675000 | PA      | $430512.41     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     220000 | PA      | $223252.92     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     585000 | PA      | $609000.98     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     270000 | PA      | $266296.31     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series A                                                                                      | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     435000 | PA      | $431201.68     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series B                                                                                      | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     705000 | PA      | $696908.94     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                                     | Southern Natural Gas Co. LLC                                                                                                  | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     662000 | PA      | $566993.48     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                                     | Southern Natural Gas Co. LLC                                                                                                  | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     210000 | PA      | $213291.72     | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                            | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     655000 | PA      | $618136.29     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                            | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     419000 | PA      | $391326.12     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series F                                                                                                  | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     436000 | PA      | $380043.63     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series A                                                                                                  | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523724.48     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series B                                                                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     725000 | PA      | $702375.08     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     501000 | PA      | $491767.48     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     635000 | PA      | $584496.16     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1748775.72    | 0.00%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     970000 | PA      | $962578.04     | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     715000 | PA      | $678740.93     | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     240000 | PA      | $180240.54     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     390000 | PA      | $384288.45     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     508000 | PA      | $387996.26     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     462000 | PA      | $419907.26     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     660000 | PA      | $427676.92     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     575000 | PA      | $548932.39     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     490000 | PA      | $499498.57     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203765.24     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     415000 | PA      | $428394.67     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series J                                                                                     | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     447000 | PA      | $337232.85     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series L                                                                                     | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     443000 | PA      | $322483.62     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series M                                                                                     | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     825000 | PA      | $817750.65     | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     955000 | PA      | $612012.12     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     690000 | PA      | $699414.72     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     425000 | PA      | $419291.97     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     515000 | PA      | $499411.96     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1345340.57    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2939258.73    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1446040.68    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     340000 | PA      | $297529.68     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     414000 | PA      | $290364.21     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     690000 | PA      | $505385.55     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co., Series 6                                                                                     | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     471000 | PA      | $378581.14     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     455000 | PA      | $326650.65     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co., Series 8                                                                                     | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     475000 | PA      | $305895.90     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     515000 | PA      | $515981.80     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502143.34     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                            | Ahlstrom Holding 3 Oy                                                                                                         | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     305000 | PA      | $299139.86     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SP Group Treasury Pte. Ltd.                                                      | SP Group Treasury Pte. Ltd.                                                                                                   | CUSIP: 84612MAA3<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $488308.65     | 0.00%             | 2029-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SP Group Treasury Pte. Ltd.                                                      | SP Group Treasury Pte. Ltd.                                                                                                   | CUSIP: 84612MAB1<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $505718.19     | 0.00%             | 2029-11-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                         | Specialty Building Products Holdings LLC                                                                                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $489820.88     | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     705000 | PA      | $697441.41     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $951028.93     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | Corewell Health Obligated Group, Series 19A                                                                                   | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |     555000 | PA      | $392855.72     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC                                                         | Speedway Motorsports LLC                                                                                                      | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     364000 | PA      | $362450.80     | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                                      | Spire, Inc.                                                                                                                   | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65194.83      | 0.00%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                                      | Spire, Inc.                                                                                                                   | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     230000 | PA      | $227980.57     | 0.00%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                               | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2213 | PA      | $2112.72       | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc.                                                                                                          | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     250000 | PA      | $167138.12     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc.                                                                                                          | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     310000 | PA      | $309711.20     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc., Series 2034                                                                                             | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     375000 | PA      | $377501.47     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $598162.64     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     834000 | PA      | $819066.91     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     925000 | PA      | $925596.81     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3336737.30    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2592970.98    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $930836.80     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2053746.00    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1615788.61    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     925000 | PA      | $924398.36     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: 85235DAA7<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594954.29     | 0.00%             | 2027-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: 85235DAB5<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $384835.72     | 0.00%             | 2032-05-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1108815.06    | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     940000 | PA      | $950169.67     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1044934.02    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     450000 | PA      | $438514.89     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $828154.01     | 0.00%             | 2043-01-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1935000 | PA      | $1862655.46    | 0.01%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     463000 | PA      | $461034.90     | 0.00%             | 2033-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BP4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     820000 | PA      | $809386.88     | 0.00%             | 2030-05-21      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1290000 | PA      | $1280693.40    | 0.00%             | 2031-04-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1640000 | PA      | $1504349.85    | 0.00%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1775000 | PA      | $1585654.29    | 0.00%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     915000 | PA      | $833855.13     | 0.00%             | 2033-01-12      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1405000 | PA      | $1471628.64    | 0.00%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1585000 | PA      | $1626947.15    | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1020000 | PA      | $1078397.93    | 0.00%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     675000 | PA      | $714183.61     | 0.00%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1650000 | PA      | $1725543.21    | 0.00%             | 2035-01-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1020000 | PA      | $1031657.15    | 0.00%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1760000 | PA      | $1812503.41    | 0.00%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1130000 | PA      | $1137902.38    | 0.00%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     630000 | PA      | $639361.76     | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     770000 | PA      | $813435.47     | 0.00%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $912922.11     | 0.00%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2050000 | PA      | $2037025.16    | 0.01%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $791739.24     | 0.00%             | 2030-01-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     835000 | PA      | $817505.74     | 0.00%             | 2037-01-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $782684.40     | 0.00%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2P6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $767016.30     | 0.00%             | 2047-03-05      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1411770.06    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1433463.36    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1141250 | PA      | $1036141.85    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care, Series 2018                                                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     610000 | PA      | $464198.67     | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care, Series 2020                                                                                             | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      28000 | PA      | $26767.42      | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                                                                          | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     380000 | PA      | $245396.81     | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     420000 | PA      | $322475.39     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     281000 | PA      | $273019.23     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     470000 | PA      | $276800.41     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496944.22     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     476000 | PA      | $445801.31     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     720000 | PA      | $718187.85     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     615000 | PA      | $515475.18     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     787000 | PA      | $720969.32     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     913000 | PA      | $522284.87     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     655000 | PA      | $591249.88     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     330000 | PA      | $339706.05     | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                                             | Star Leasing Co. LLC                                                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     655000 | PA      | $632907.87     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2326400.79    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                                                                 | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     815772 | PA      | $613381.46     | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                                 | Star Holding LLC                                                                                                              | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     360000 | PA      | $367222.69     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc.                                                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1031477.35    | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     490000 | PA      | $399590.32     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     350000 | PA      | $258106.62     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     802000 | PA      | $790194.64     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1299048.00    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $899723.94     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1247090.83    | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $854448.74     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     763000 | PA      | $701628.84     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     695000 | PA      | $468984.56     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1571000 | PA      | $1442130.86    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $898995.72     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $919471.56     | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     640000 | PA      | $639760.17     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     475000 | PA      | $481434.84     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     580000 | PA      | $582336.71     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     405000 | PA      | $409156.75     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     350000 | PA      | $358681.43     | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     490000 | PA      | $491555.13     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     465000 | PA      | $463090.76     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     595000 | PA      | $616596.92     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     495000 | PA      | $500102.38     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     545000 | PA      | $558131.28     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     385000 | PA      | $395925.93     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     180000 | PA      | $179457.21     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     225000 | PA      | $224967.15     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment 2013 Ltd.                                         | State Grid Overseas Investment 2013 Ltd.                                                                                      | CUSIP: 856899AC3<br>LEI: 529900GBH9XYPD4XZZ70 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $186818.14     | 0.00%             | 2043-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | State Street Bank & Trust Co.                                                                                                 | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |     790000 | PA      | $801377.21     | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     285000 | PA      | $283659.27     | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     753000 | PA      | $707461.79     | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1146952.14    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1189815.91    | 0.00%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1313441.76    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     760000 | PA      | $678703.21     | 0.00%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     860000 | PA      | $842674.52     | 0.00%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     902000 | PA      | $870491.83     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     845000 | PA      | $863443.13     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     765000 | PA      | $761445.04     | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     950000 | PA      | $962259.37     | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1285980.94    | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     705000 | PA      | $744381.19     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1224997.46    | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1062640.67    | 0.00%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1174707.23    | 0.00%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1026137.36    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     855000 | PA      | $863538.86     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600714.64     | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     700000 | PA      | $701911.19     | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1247597.68    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1273841.18    | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     590000 | PA      | $587100.84     | 0.00%             | 2032-04-23      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DG5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     550000 | PA      | $545186.66     | 0.00%             | 2037-04-24      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1300000 | PA      | $1324439.37    | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1860000 | PA      | $1961542.78    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3100000 | PA      | $3163383.71    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2730000 | PA      | $2781180.12    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AJ1<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $100654.14     | 0.00%             | 2031-04-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AK8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     600000 | PA      | $603399.95     | 0.00%             | 2036-04-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     600000 | PA      | $601809.00     | 0.00%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     725000 | PA      | $713875.44     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     530000 | PA      | $498506.86     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     635000 | PA      | $643355.09     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     739000 | PA      | $726265.62     | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     702000 | PA      | $608189.80     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    1136000 | PA      | $931071.51     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     539000 | PA      | $494097.46     | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     570000 | PA      | $546165.18     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     620000 | PA      | $583037.39     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     315000 | PA      | $303170.70     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     645000 | PA      | $422909.84     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     625000 | PA      | $635927.49     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     690000 | PA      | $694399.36     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     395000 | PA      | $383701.81     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     510000 | PA      | $504721.63     | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1081752.44    | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     470000 | PA      | $474555.64     | 0.00%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     695000 | PA      | $706008.50     | 0.00%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     700000 | PA      | $698951.48     | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251939.55     | 0.00%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                           | Stellantis Financial Services US Corp.                                                                                        | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     800000 | PA      | $797162.72     | 0.00%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                           | Stellantis Financial Services US Corp.                                                                                        | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     825000 | PA      | $815135.57     | 0.00%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     695000 | PA      | $706496.60     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                        | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     405000 | PA      | $415221.69     | 0.00%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd. Co.                                                    | STERIS Irish FinCo UnLtd. Co.                                                                                                 | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     687000 | PA      | $625510.20     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo. UnLtd Co.                                                    | STERIS Irish FinCo UnLtd. Co.                                                                                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     745000 | PA      | $528602.59     | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                                               | Stewart Information Services Corp.                                                                                            | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     550000 | PA      | $488941.23     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                           | Stifel Financial Corp.                                                                                                        | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     475000 | PA      | $461880.97     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     286000 | PA      | $296537.90     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                        | Stonebriar ABF Issuer LLC                                                                                                     | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |     760000 | PA      | $797345.92     | 0.00%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| StoneMor, Inc.                                                                   | StoneMor, Inc.                                                                                                                | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $394589.32     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                               | StoneX Group, Inc.                                                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     540000 | PA      | $568475.96     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                         | Stonex Escrow Issuer LLC                                                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $651983.67     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC                                                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     325000 | PA      | $340077.03     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                                   | Stora Enso OYJ                                                                                                                | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |     390000 | PA      | $419414.63     | 0.00%             | 2036-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     533000 | PA      | $530461.44     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     547000 | PA      | $541409.75     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     480000 | PA      | $433062.97     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     510000 | PA      | $447349.91     | 0.00%             | 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        |     380000 | PA      | $384033.25     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248099.19     | 0.00%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     664000 | PA      | $547025.47     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     652000 | PA      | $550363.19     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     990000 | PA      | $856988.30     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1038235.23    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1318060.92    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     571000 | PA      | $361405.04     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     770000 | PA      | $780116.10     | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1070119.40    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     425000 | PA      | $414962.26     | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     595000 | PA      | $598643.02     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     765000 | PA      | $774698.52     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     700000 | PA      | $708518.97     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     525000 | PA      | $522981.70     | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    1090000 | PA      | $1038951.28    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     720000 | PA      | $692608.67     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $425364.48     | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     459000 | PA      | $454047.57     | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1447000 | PA      | $1428339.97    | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1340000 | PA      | $1322389.40    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1048000 | PA      | $1037340.74    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     670000 | PA      | $667984.42     | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2828000 | PA      | $2698314.35    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     990000 | PA      | $931198.96     | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1375000 | PA      | $1285846.40    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     992000 | PA      | $888041.56     | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1397000 | PA      | $1261039.33    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     505000 | PA      | $441476.61     | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     815000 | PA      | $555058.81     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1884527.91    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1065000 | PA      | $933607.60     | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     670000 | PA      | $480144.74     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     485000 | PA      | $460453.81     | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     725000 | PA      | $537624.87     | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1495000 | PA      | $1521886.60    | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1550000 | PA      | $1615729.90    | 0.00%             | 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        |    1465000 | PA      | $1515675.18    | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1040000 | PA      | $1094442.20    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     720000 | PA      | $740076.79     | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     665000 | PA      | $692365.37     | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     585000 | PA      | $609739.12     | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1640000 | PA      | $1684111.93    | 0.00%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     935000 | PA      | $978878.61     | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     690000 | PA      | $704668.27     | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1700000 | PA      | $1744721.86    | 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        |    1300000 | PA      | $1334862.50    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1060000 | PA      | $1052530.95    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     480000 | PA      | $489835.08     | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $411403.83     | 0.00%             | 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        |    1040000 | PA      | $1072909.88    | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $596925.57     | 0.00%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $398963.60     | 0.00%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     885000 | PA      | $885772.39     | 0.00%             | 2036-07-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     310000 | PA      | $302070.32     | 0.00%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     950000 | PA      | $935494.80     | 0.00%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     900000 | PA      | $883031.71     | 0.00%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     445000 | PA      | $431468.48     | 0.00%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     705000 | PA      | $698990.17     | 0.00%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $584997.27     | 0.00%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     690000 | PA      | $695523.38     | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     860000 | PA      | $876523.82     | 0.00%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $512522.35     | 0.00%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     810000 | PA      | $825535.26     | 0.00%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     570000 | PA      | $580499.61     | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     560000 | PA      | $560881.62     | 0.00%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     895000 | PA      | $894765.16     | 0.00%             | 2029-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBV0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     450000 | PA      | $441985.58     | 0.00%             | 2034-09-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBX6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     715000 | PA      | $716411.16     | 0.00%             | 2028-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBZ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     545000 | PA      | $548148.73     | 0.00%             | 2030-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     425000 | PA      | $422084.68     | 0.00%             | 2035-03-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $988175.82     | 0.00%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VCJ6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $986514.24     | 0.00%             | 2031-03-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VCL1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $962956.50     | 0.00%             | 2036-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAB6<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    1350000 | PA      | $1334311.75    | 0.00%             | 2077-09-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    1040000 | PA      | $950824.15     | 0.00%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1001795.12    | 0.00%             | 2034-01-18      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1001617.20    | 0.00%             | 2055-09-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Summa Health                                                                     | Summa Health                                                                                                                  | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     381000 | PA      | $278348.47     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                | Sumitomo Mitsui Trust Group, Inc.                                                                                             | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $491086.05     | 0.00%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                                                    | Summit Midstream Holdings LLC                                                                                                 | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $857244.48     | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     850000 | PA      | $764859.55     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     625000 | PA      | $592075.68     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     574000 | PA      | $550806.79     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     866000 | PA      | $654113.17     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     739000 | PA      | $522850.82     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     635000 | PA      | $704019.91     | 0.00%             | 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        |     624000 | PA      | $653565.43     | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AE6<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $160176.40     | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                             | SunCoke Energy, Inc.                                                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     495000 | PA      | $457229.32     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     860000 | PA      | $947384.45     | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     404000 | PA      | $400065.75     | 0.00%             | 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        |     494000 | PA      | $432388.05     | 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        |     860000 | PA      | $772977.73     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     824000 | PA      | $738485.18     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     719000 | PA      | $714882.88     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1319061.43    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     595000 | PA      | $609466.22     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     650000 | PA      | $670880.53     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     770000 | PA      | $806424.91     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1276057.69    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003269.24    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     850000 | PA      | $846631.31     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500223.24     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     835000 | PA      | $817738.55     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     786000 | PA      | $764479.91     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     535000 | PA      | $546702.60     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     495000 | PA      | $492873.56     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     605000 | PA      | $596703.99     | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     415000 | PA      | $415465.12     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $760865.37     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     801000 | PA      | $778044.32     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd.                                                            | Suntory Holdings Ltd.                                                                                                         | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |     560000 | PA      | $568410.88     | 0.00%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                                 | Superior Plus LP                                                                                                              | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |     630000 | PA      | $611876.65     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                    | Surgery Center Holdings, Inc.                                                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1192612.23    | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Suriname Government International Bond                                           | Suriname Government International Bond                                                                                        | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     600000 | PA      | $624175.10     | 0.00%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                           | Suriname Government International Bond                                                                                        | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    1215000 | PA      | $1321391.80    | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                                                                    | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     353000 | PA      | $348075.90     | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     554000 | PA      | $439252.53     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     234000 | PA      | $213583.78     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     330000 | PA      | $254384.66     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     884000 | PA      | $609753.66     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                                                                 | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     515000 | PA      | $522235.84     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                                                                 | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82660.21      | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2025                                                                                                    | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173915.60     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2025                                                                                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     525000 | PA      | $541744.94     | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAL7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     730000 | PA      | $728391.73     | 0.00%             | 2027-06-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     575000 | PA      | $587062.25     | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAQ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     640000 | PA      | $646952.67     | 0.00%             | 2027-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     670000 | PA      | $671700.00     | 0.00%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | Suzano Netherlands BV                                                                                                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1174977.89    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1948000 | PA      | $1994582.74    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1006000 | PA      | $1000197.78    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1095000 | PA      | $1030340.45    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH, Series DM3N                                                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1110000 | PA      | $988223.51     | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     470000 | PA      | $447627.88     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     685000 | PA      | $699094.51     | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     600000 | PA      | $608901.25     | 0.00%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     400000 | PA      | $402325.12     | 0.00%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    1155000 | PA      | $1169606.88    | 0.00%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     530000 | PA      | $543001.89     | 0.00%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    1740000 | PA      | $1744886.08    | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    1305000 | PA      | $1344676.45    | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                             | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     610000 | PA      | $617681.06     | 0.00%             | 2035-04-05      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                             | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $395565.53     | 0.00%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Swiss Re Treasury US Corp.                                                       | Swiss Re Treasury US Corp.                                                                                                    | CUSIP: 87089HAB9<br>LEI: 549300G1I1ZMYS87KM16 | Long             | DBT              | CORP              | US        |     590000 | PA      | $495861.08     | 0.00%             | 2042-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                   | Swiss Re Finance Luxembourg SA                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     770000 | PA      | $766150.63     | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                                              | Sword Purchaser LLC                                                                                                           | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     365000 | PA      | $371308.09     | 0.00%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                                              | Sword Purchaser LLC                                                                                                           | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     975000 | PA      | $997654.07     | 0.00%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                                             | Sydney Airport Finance Co. Pty. Ltd.                                                                                          | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $19862.05      | 0.00%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                       | Symetra Life Insurance Co.                                                                                                    | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91239.36      | 0.00%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                                  | Synaptics, Inc.                                                                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381478.48     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1325012.05    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     790000 | PA      | $794892.21     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1855199.79    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1495688.36    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2179357.90    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1479769.07    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                                | Pinnacle Financial Partners, Inc.                                                                                             | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $312654.98     | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     875000 | PA      | $832047.95     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     620000 | PA      | $552983.32     | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     590000 | PA      | $613793.39     | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     615000 | PA      | $608110.01     | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     530000 | PA      | $518301.51     | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                    | Pinnacle Bank                                                                                                                 | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     505000 | PA      | $508578.55     | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance NV                                                              | Syngenta Finance NV                                                                                                           | CUSIP: 87164KAC8<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |     690000 | PA      | $693680.83     | 0.00%             | 2028-04-24      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $1042367.56    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     380000 | PA      | $380799.98     | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $893956.73     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     780000 | PA      | $810092.97     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1050005.43    | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1032616.22    | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129964.94     | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     955000 | PA      | $950094.85     | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     420000 | PA      | $410225.38     | 0.00%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | Synchrony Bank                                                                                                                | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     509000 | PA      | $513745.48     | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | Synchrony Card Funding LLC, Series 2025-A2, Class A                                                                           | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4513968.18    | 0.01%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | Synchrony Card Issuance Trust, Series 2025-A3, Class A                                                                        | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $273406.93     | 0.00%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     575000 | PA      | $573787.22     | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     855000 | PA      | $730138.36     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     730000 | PA      | $592558.09     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     913000 | PA      | $899903.47     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     625000 | PA      | $498466.97     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     410000 | PA      | $268236.24     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     455000 | PA      | $418938.42     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1123434.61    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     460000 | PA      | $492805.46     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1065899.50    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     755000 | PA      | $665519.33     | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     475000 | PA      | $295344.65     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1147018.07    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     515000 | PA      | $542067.10     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     325000 | PA      | $328844.61     | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     580000 | PA      | $581607.52     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     530000 | PA      | $517939.95     | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     750000 | PA      | $720394.28     | 0.00%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                    | System Energy Resources, Inc.                                                                                                 | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $456718.22     | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                    | System Energy Resources, Inc.                                                                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $513659.29     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                                              | Synergy Infrastructure Holdings LLC                                                                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $157705.74     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                                    | Carlyle Secured Lending, Inc.                                                                                                 | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60461.11      | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                                    | Carlyle Secured Lending, Inc.                                                                                                 | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145244.69     | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                         | TCI Communications, Inc.                                                                                                      | CUSIP: 872287AL1<br>LEI: 549300T2R1ZBGV1UVE31 | Long             | DBT              | CORP              | US        |     695000 | PA      | $727664.69     | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                                                               | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     297000 | PA      | $294985.66     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA                                                                                                                       | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     210000 | PA      | $220658.03     | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     852000 | PA      | $839114.24     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     855000 | PA      | $728734.49     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     855000 | PA      | $805715.29     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     555000 | PA      | $486176.87     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1073891.97    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $916602.71     | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TMS International Corp.                                                          | TMS International Corp.                                                                                                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     355000 | PA      | $349029.68     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2004000 | PA      | $1751411.58    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2586000 | PA      | $2069597.61    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3434000 | PA      | $3419886.90    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6452000 | PA      | $6283919.00    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $1796108.44    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2992000 | PA      | $1935716.66    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1270326.59    | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1414022.25    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2992977.80    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2998000 | PA      | $2835982.95    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1031770.23    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $906223.24     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1613002.24    | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2334956.00    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1005605.41    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     923000 | PA      | $872032.77     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $1844336.24    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1203320.09    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1511035.72    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     685000 | PA      | $650026.66     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2646822.73    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1399373.34    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1255925.30    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1323419.11    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     895000 | PA      | $932586.72     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     990000 | PA      | $972267.94     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $1162396.74    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1204768.68    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     904000 | PA      | $824928.34     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     950000 | PA      | $941056.28     | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $982759.46     | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $922975.41     | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     525000 | PA      | $531633.43     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     960000 | PA      | $965729.71     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1212415.12    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     574000 | PA      | $628614.71     | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     960000 | PA      | $941951.12     | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $976097.34     | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1084861.65    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1272922.16    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     975000 | PA      | $936678.42     | 0.00%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG Operating Group II LP                                                                                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     675000 | PA      | $687582.78     | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG Operating Group II LP                                                                                                     | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     410000 | PA      | $400231.82     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $297408.27     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     346000 | PA      | $348360.35     | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     655000 | PA      | $639235.43     | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     655000 | PA      | $624239.25     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     349000 | PA      | $351225.39     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     815000 | PA      | $739379.97     | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1537742.39    | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $753805.10     | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1210838.66    | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     265000 | PA      | $264504.10     | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     655000 | PA      | $649124.06     | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     565000 | PA      | $521484.33     | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCM1<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |     415000 | PA      | $341305.67     | 0.00%             | 2046-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |     480000 | PA      | $412881.47     | 0.00%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |     310000 | PA      | $307179.86     | 0.00%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95745.49      | 0.00%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                                                        | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     510000 | PA      | $494239.72     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     850000 | PA      | $845873.46     | 0.00%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     845000 | PA      | $839609.25     | 0.00%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     860000 | PA      | $852432.57     | 0.00%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                          | Sumisho Air Lease Corp.                                                                                                       | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     885000 | PA      | $876403.21     | 0.00%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     868000 | PA      | $863924.52     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     575000 | PA      | $548277.51     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1564784.23    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     750000 | PA      | $764660.27     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     530000 | PA      | $540485.43     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    1593000 | PA      | $1613385.38    | 0.00%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2043000 | PA      | $1858610.76    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    1691000 | PA      | $1271630.55    | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2018000 | PA      | $1318703.59    | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     810000 | PA      | $505662.43     | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1013817.47    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     425000 | PA      | $415772.65     | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     670000 | PA      | $642418.68     | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $479045.63     | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                        | Takeda US Financing, Inc.                                                                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401455.26    | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                        | Takeda US Financing, Inc.                                                                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     905000 | PA      | $895423.22     | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1319340.70    | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1129737.74    | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1222088.63    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     810000 | PA      | $814013.79     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     510000 | PA      | $512677.91     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     870000 | PA      | $895840.65     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     580000 | PA      | $592462.27     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                           | Talos Production, Inc.                                                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     620000 | PA      | $647283.91     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                           | Talos Production, Inc.                                                                                                        | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $696545.88     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     604000 | PA      | $502428.88     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     519000 | PA      | $431669.45     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     635000 | PA      | $512040.66     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     425000 | PA      | $347659.86     | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     420000 | PA      | $299983.79     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     408000 | PA      | $369357.23     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     390000 | PA      | $269552.31     | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     350000 | PA      | $312596.78     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     490000 | PA      | $496377.17     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     480000 | PA      | $481471.80     | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     255000 | PA      | $252955.21     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $447308.71     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     610000 | PA      | $549637.73     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     580000 | PA      | $586980.96     | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     355000 | PA      | $356542.23     | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1273320.90    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1700385.64    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1768229.46    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1155121.65    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     557000 | PA      | $608522.63     | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     620000 | PA      | $687368.04     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     330000 | PA      | $381984.95     | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     895000 | PA      | $742708.78     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     655000 | PA      | $491152.73     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     830000 | PA      | $641088.03     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1393170.56    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     954000 | PA      | $888861.81     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     797000 | PA      | $741240.45     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $807598.85     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     930000 | PA      | $934679.29     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     630000 | PA      | $625861.27     | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1178206.61    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     760000 | PA      | $740103.85     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     555000 | PA      | $556885.70     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351489.69     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     570000 | PA      | $580126.39     | 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        |     795000 | PA      | $754647.46     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     955000 | PA      | $803406.85     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     834000 | PA      | $881855.85     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     901000 | PA      | $930083.78     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     735000 | PA      | $765818.57     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1119558.22    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     950000 | PA      | $961570.71     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1017281.44    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     920000 | PA      | $903350.53     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     895000 | PA      | $901574.93     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     740000 | PA      | $751995.39     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     585000 | PA      | $582325.78     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     710000 | PA      | $706659.06     | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     355000 | PA      | $347927.96     | 0.00%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     195000 | PA      | $189098.61     | 0.00%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     905000 | PA      | $911654.75     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     711000 | PA      | $709646.50     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                                                | Taseko Mines Ltd.                                                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     532000 | PA      | $557373.37     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     585000 | PA      | $590427.62     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     525000 | PA      | $522882.09     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283085.10     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1246962.05    | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1522367.61    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    2064000 | PA      | $1652322.75    | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $870507.49     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                       | Team Health Holdings, Inc.                                                                                                    | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205520.02     | 0.00%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TEAM Services Holding, Inc.                                                      | TEAM Services Holding, Inc.                                                                                                   | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $600153.55     | 0.00%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     556000 | PA      | $582699.05     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     531000 | PA      | $545780.11     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     496000 | PA      | $541522.69     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     483000 | PA      | $548705.27     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     230000 | PA      | $220931.76     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $1058474.08    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     505000 | PA      | $502647.84     | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     550000 | PA      | $541912.28     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                          | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    1601000 | PA      | $1811198.23    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2086000 | PA      | $2302126.25    | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2661000 | PA      | $2325910.06    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     416000 | PA      | $376661.55     | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1150000 | PA      | $957540.44     | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1128000 | PA      | $1020482.13    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBF9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     635000 | PA      | $627844.98     | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBH5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     255000 | PA      | $211435.60     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     990000 | PA      | $901591.99     | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     575000 | PA      | $582072.57     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     845000 | PA      | $874595.79     | 0.00%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     895000 | PA      | $894826.90     | 0.00%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     845000 | PA      | $839671.69     | 0.00%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAB0<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     750000 | PA      | $801407.61     | 0.00%             | 2039-11-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAD6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $414650.27     | 0.00%             | 2042-07-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1350000 | PA      | $1337633.65    | 0.00%             | 2028-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     750000 | PA      | $653412.75     | 0.00%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAV6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1100000 | PA      | $651152.08     | 0.00%             | 2051-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1250000 | PA      | $671929.99     | 0.00%             | 2070-10-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $876724.85     | 0.00%             | 2031-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBB9<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     750000 | PA      | $546469.65     | 0.00%             | 2041-08-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1100000 | PA      | $668529.13     | 0.00%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     855000 | PA      | $826825.28     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     835000 | PA      | $771895.72     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2400000 | PA      | $2376050.52    | 0.01%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1089330.62    | 0.00%             | 2038-01-19      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2800000 | PA      | $2784448.20    | 0.01%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAQ7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $346842.74     | 0.00%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2200000 | PA      | $2046133.18    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2300000 | PA      | $1592566.12    | 0.00%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAW4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $521844.59     | 0.00%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $187333.25     | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     900000 | PA      | $762758.92     | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2200000 | PA      | $1687107.24    | 0.00%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBD5<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $747670.15     | 0.00%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     392000 | PA      | $417440.48     | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1374562.24    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     610000 | PA      | $605426.49     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1541380.39    | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1280321.40    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1810091.76    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1375679.14    | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1253151.75    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     700000 | PA      | $709680.03     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1597509.38    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                    | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1895985.65    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | Tencent Music Entertainment Group                                                                                             | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |     705000 | PA      | $635757.22     | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $291695.31     | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     678000 | PA      | $717053.71     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1310489.59    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     580000 | PA      | $640835.48     | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     145000 | PA      | $161343.41     | 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              | USGSE             | US        |     890000 | PA      | $925065.81     | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     390000 | PA      | $320243.38     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     400000 | PA      | $349597.37     | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $341971.66     | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $1022260.12    | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     725000 | PA      | $720216.82     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     820000 | PA      | $832875.06     | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TerraForm Power Operating LLC                                                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     740000 | PA      | $732677.80     | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TerraForm Power Operating LLC                                                                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     805000 | PA      | $779439.89     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                        | Tesco plc                                                                                                                     | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |     493000 | PA      | $503158.43     | 0.00%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Co. LLC                                              | Teva Pharmaceutical Finance Co. LLC                                                                                           | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     800000 | PA      | $838086.40     | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1900000 | PA      | $1463478.82    | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1437309.94    | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     494000 | PA      | $492829.42     | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1215000 | PA      | $1217396.82    | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $563362.01     | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $650672.33     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | Teva Pharmaceutical Finance Netherlands IV BV                                                                                 | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     610000 | PA      | $624968.27     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | Permanent University Fund - Texas A&M University System, Series 2017B                                                         | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $81025.08      | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     224000 | PA      | $220375.84     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     650000 | PA      | $506064.29     | 0.00%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     590000 | PA      | $655198.31     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                                                                        | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     290000 | PA      | $238838.26     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                                                                        | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     514000 | PA      | $286186.14     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     440000 | PA      | $432633.95     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1521113.94    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1096067.25    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     989000 | PA      | $926512.09     | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $929152.29     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     675000 | PA      | $595084.58     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $727988.19     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     295000 | PA      | $281493.17     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     555000 | PA      | $436126.95     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1055006.86    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     880000 | PA      | $898226.02     | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     475000 | PA      | $432258.83     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     535000 | PA      | $541704.38     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     325000 | PA      | $328657.71     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     385000 | PA      | $360001.97     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     635000 | PA      | $637951.34     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     780000 | PA      | $790972.42     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series 2023A-1                                                                | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1494587 | PA      | $1532662.07    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series 2023A-2                                                                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1335000 | PA      | $1342229.06    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                         | Texas Private Activity Bond Surface Transportation Corp., Series 2019B                                                        | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     400000 | PA      | $313457.03     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas, Series 2009A                                                                                                  | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    1888678 | PA      | $1912126.12    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| Texas Transportation Commission                                                  | Texas Transportation Commission, Series 2020                                                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     500000 | PA      | $348180.50     | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | Texas Department of Transportation State Highway Fund, Series 2010                                                            | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1115000 | PA      | $1130828.47    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $988569.18     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     515000 | PA      | $505373.84     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     365000 | PA      | $356690.95     | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     582000 | PA      | $547544.54     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     816000 | PA      | $736665.00     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     573000 | PA      | $608606.93     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     495000 | PA      | $504246.72     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     385000 | PA      | $375818.18     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $198646.04     | 0.00%             | 2028-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     600000 | PA      | $424810.68     | 0.00%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     745000 | PA      | $505668.91     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1202536.72    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1460837.11    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     565000 | PA      | $544960.81     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     765000 | PA      | $621336.01     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $1486851.03    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     795000 | PA      | $749272.30     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1296907.53    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1251736.02    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     965000 | PA      | $974252.80     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     890000 | PA      | $903130.78     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     875000 | PA      | $892577.38     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     690000 | PA      | $701251.73     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     715000 | PA      | $704056.09     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1094949.16    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     665000 | PA      | $678821.87     | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     515000 | PA      | $508491.07     | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523941.91     | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     450000 | PA      | $442647.90     | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     830000 | PA      | $814964.91     | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     585000 | PA      | $578334.30     | 0.00%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     800000 | PA      | $788963.19     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1226114.83    | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     505000 | PA      | $495325.77     | 0.00%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | Thomas Jefferson University                                                                                                   | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     272000 | PA      | $192145.85     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                                            | Thor Industries, Inc.                                                                                                         | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     525000 | PA      | $496856.12     | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R Commercial Mortgage Trust, Series 2022-PF2, Class A5                                                                    | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $509382.02     | 0.00%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     635000 | PA      | $659392.56     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     490000 | PA      | $382303.64     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     700000 | PA      | $472731.19     | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     822000 | PA      | $806400.48     | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     677000 | PA      | $490447.57     | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     802000 | PA      | $791821.58     | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     936000 | PA      | $720999.34     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1115412.89    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1089483.27    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $787186.36     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     938000 | PA      | $888007.57     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     405000 | PA      | $294036.10     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     550000 | PA      | $555523.88     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     580000 | PA      | $586697.50     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3797820.23    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                                  | Tidewater, Inc.                                                                                                               | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53832.06      | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | Time Warner Cable Enterprises LLC                                                                                             | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     933000 | PA      | $1056670.63    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1336941.94    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1448007.80    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1559000 | PA      | $1544644.24    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1290189.48    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1148664.80    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $888536.40     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                 | Timken Co. (The)                                                                                                              | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     424000 | PA      | $423367.05     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                 | Timken Co. (The)                                                                                                              | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     480000 | PA      | $455497.96     | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Titan International, Inc.                                                        | Titan International, Inc.                                                                                                     | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     425000 | PA      | $424780.73     | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co. (The)                                                          | Toledo Edison Co. (The)                                                                                                       | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     312000 | PA      | $335612.19     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The), Series B                                                                                               | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     497000 | PA      | $499701.06     | 0.00%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     824000 | PA      | $824153.43     | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     408000 | PA      | $382988.56     | 0.00%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $697377.14     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $744727.92     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $384407.95     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                            | Topaz Solar Farms LLC                                                                                                         | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     931002 | PA      | $929068.37     | 0.00%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     405000 | PA      | $402414.10     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     505000 | PA      | $504617.93     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     450000 | PA      | $455719.91     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     827000 | PA      | $825370.08     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1680000 | PA      | $1484902.80    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1185000 | PA      | $1050072.60    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1265000 | PA      | $1166324.35    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1980000 | PA      | $1976742.71    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2448000 | PA      | $2410736.02    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1809741.29    | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1070000 | PA      | $1083343.79    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1310000 | PA      | $1341279.31    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $766210.93     | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1505000 | PA      | $1527995.51    | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1105000 | PA      | $1117411.55    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1145000 | PA      | $1154124.42    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1110000 | PA      | $1138922.73    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1620000 | PA      | $1633614.66    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1095000 | PA      | $1099348.69    | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1005000 | PA      | $998910.62     | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1355000 | PA      | $1328866.08    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $496589.46     | 0.00%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     820000 | PA      | $812861.90     | 0.00%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAP5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $747785.37     | 0.00%             | 2029-04-23      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     970000 | PA      | $964463.87     | 0.00%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     610000 | PA      | $613137.40     | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1231000 | PA      | $1225743.79    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1485000 | PA      | $1458363.60    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1435000 | PA      | $1361678.33    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1186000 | PA      | $838712.67     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    2352000 | PA      | $1559338.29    | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1093000 | PA      | $703380.95     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1220000 | PA      | $913680.55     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                               | Toucan FinCo. Ltd.                                                                                                            | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |     840000 | PA      | $736746.24     | 0.00%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1040000 | PA      | $1062374.90    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1895000 | PA      | $1817939.40    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1085000 | PA      | $1043463.35    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     885000 | PA      | $879698.73     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     935000 | PA      | $871803.70     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1023653.50    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                                 | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     280000 | PA      | $277041.62     | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     175000 | PA      | $173160.18     | 0.00%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                                 | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157672.69     | 0.00%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     642000 | PA      | $636740.48     | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A3                                                                  | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1230000 | PA      | $1233444.25    | 0.00%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                                          | Toyota Industries Corp.                                                                                                       | CUSIP: 892330AC5<br>LEI: 35380000WKGEAHEMW830 | Long             | DBT              | CORP              | JP        |     739000 | PA      | $725217.00     | 0.00%             | 2028-03-16      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     375000 | PA      | $371202.81     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     925000 | PA      | $882054.53     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     690000 | PA      | $626239.28     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     830000 | PA      | $845705.15     | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     390000 | PA      | $399581.45     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     475000 | PA      | $475674.48     | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     240000 | PA      | $240404.24     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $405070.93     | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                               | Tractor Supply Co.                                                                                                            | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     740000 | PA      | $653427.47     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                               | Tractor Supply Co.                                                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     370000 | PA      | $373371.33     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     604000 | PA      | $593351.38     | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $985577.91     | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     932000 | PA      | $858732.02     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1331000 | PA      | $1280050.15    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     360000 | PA      | $347020.09     | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     700000 | PA      | $615811.33     | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1078999.87    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     715000 | PA      | $624054.02     | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     130000 | PA      | $115635.62     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1193593.92    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1071390.57    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     900000 | PA      | $917093.35     | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     840000 | PA      | $847356.98     | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     925000 | PA      | $923023.37     | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     625000 | PA      | $627543.59     | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     595000 | PA      | $608328.23     | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     840000 | PA      | $875671.00     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     775000 | PA      | $782224.79     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1062321.32    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     545000 | PA      | $558646.50     | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     755000 | PA      | $770517.33     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1141261.90    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     990000 | PA      | $993341.08     | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     910000 | PA      | $910919.80     | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     505000 | PA      | $513825.15     | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1019409.05    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     825000 | PA      | $828608.38     | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     775000 | PA      | $784709.88     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     795000 | PA      | $792320.24     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     680000 | PA      | $676561.37     | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596602.51     | 0.00%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     625000 | PA      | $617826.44     | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     600000 | PA      | $589163.95     | 0.00%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     825000 | PA      | $819412.98     | 0.00%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     865000 | PA      | $853116.38     | 0.00%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables Owner Trust, Series 2026-B, Class A4                                                                  | CUSIP: 89240QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3735262.53    | 0.01%             | 2031-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     565000 | PA      | $580808.24     | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     965000 | PA      | $977053.91     | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                              | Trans-Allegheny Interstate Line Co.                                                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $177537.62     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                                  | TransAlta Corp.                                                                                                               | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     297000 | PA      | $297239.74     | 0.00%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                                  | TransAlta Corp.                                                                                                               | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $374032.09     | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings, Inc.                                                     | Transatlantic Holdings, Inc.                                                                                                  | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     435000 | PA      | $526269.73     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1171000 | PA      | $1380191.96    | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $250181.27     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     683000 | PA      | $709379.48     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     597000 | PA      | $618925.99     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1004000 | PA      | $1065558.74    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     755000 | PA      | $861962.27     | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $119672.81     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1341000 | PA      | $1297252.60    | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1390000 | PA      | $1384502.65    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $100778.96     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     497000 | PA      | $459546.44     | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1273000 | PA      | $1248017.46    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $56683.66      | 0.00%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     483000 | PA      | $466474.65     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     531000 | PA      | $456757.34     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     604000 | PA      | $599573.71     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $544787.77     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833000 | PA      | $793661.99     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $373704.60     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $351825.53     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $520387.78     | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1112956.87    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     851000 | PA      | $840589.71     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1958000 | PA      | $1985314.24    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1427911.57    | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1487454.97    | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2808497.55    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $2113498.80    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1464593.55    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2118256.14    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     500000 | PA      | $511055.81     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2125566.69    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1501845.02    | 0.00%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Transelec SA                                                                     | Transelec SA                                                                                                                  | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |     364000 | PA      | $354642.77     | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TransMontaigne Partners LLC                                                      | TransMontaigne Partners LLC                                                                                                   | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $413281.58     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                           | Transocean Aquila Ltd.                                                                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     363077 | PA      | $373127.09     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $428609.85     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     425000 | PA      | $437414.87     | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     645000 | PA      | $626694.80     | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     770000 | PA      | $806386.92     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     825000 | PA      | $857038.10     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     760000 | PA      | $804148.57     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     515000 | PA      | $464645.55     | 0.00%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     530000 | PA      | $517066.89     | 0.00%             | 2036-03-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     645000 | PA      | $623227.38     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     470000 | PA      | $466077.26     | 0.00%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1012638.24    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     765000 | PA      | $760053.27     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     320000 | PA      | $283203.65     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     485000 | PA      | $402774.71     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     570000 | PA      | $435048.67     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     745000 | PA      | $586958.57     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     872000 | PA      | $689385.17     | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     762000 | PA      | $599208.97     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     510000 | PA      | $300372.89     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     849000 | PA      | $548218.35     | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     695000 | PA      | $665870.40     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     405000 | PA      | $405093.67     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     580000 | PA      | $577081.67     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp.                                                | Travelers Property Casualty Corp.                                                                                             | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     692000 | PA      | $766096.42     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tri-State Generation & Transmission Association, Inc.                            | Tri-State Generation & Transmission Association, Inc.                                                                         | CUSIP: 89566EAD0<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |     445000 | PA      | $449725.51     | 0.00%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                       | Trident TPI Holdings, Inc.                                                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     590000 | PA      | $591930.92     | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TriMas Corp.                                                                     | TriMas Corp.                                                                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     405000 | PA      | $388872.32     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                                    | Trimble, Inc.                                                                                                                 | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     851000 | PA      | $853102.47     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                                    | Trimble, Inc.                                                                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     935000 | PA      | $980913.92     | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                               | TriNet Group, Inc.                                                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     550000 | PA      | $512438.84     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                               | TriNet Group, Inc.                                                                                                            | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     525000 | PA      | $520852.86     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp.                                                                                                          | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     523000 | PA      | $426579.59     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp., Series 2019                                                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     407000 | PA      | $299157.22     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp., Series 2021                                                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     187000 | PA      | $133868.36     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                         | Trinity Industries, Inc.                                                                                                      | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     595000 | PA      | $609604.18     | 0.00%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     585000 | PA      | $530146.61     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     655000 | PA      | $585460.98     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     600000 | PA      | $588645.37     | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     435000 | PA      | $474335.97     | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     257000 | PA      | $268568.48     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $890983.06     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                  | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304593.04     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| TrueNoord Capital DAC                                                            | TrueNoord Capital DAC                                                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     145000 | PA      | $148022.45     | 0.00%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                                                   | Trustage Financial Group, Inc.                                                                                                | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14465.05      | 0.00%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1314045.26    | 0.00%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1237749.90    | 0.00%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank, Series I                                                                                                         | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     840000 | PA      | $836036.78     | 0.00%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1210825.47    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $950166.36     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1072337.23    | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1156275.87    | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     980000 | PA      | $976523.62     | 0.00%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1042383.47    | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1676694.15    | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1723767.79    | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1373677.98    | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     855000 | PA      | $907093.97     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1273871.14    | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1970761.90    | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1058665.71    | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1340451.31    | 0.00%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1067190.11    | 0.00%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp., Series I.                                                                                             | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     985000 | PA      | $975035.19     | 0.00%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp., Series I                                                                                              | CUSIP: 89788MAX0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $995778.75     | 0.00%             | 2032-04-23      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp., Series I                                                                                              | CUSIP: 89788MAY8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1051098.03    | 0.00%             | 2037-04-23      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1258501.70    | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     347000 | PA      | $365612.25     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The), Series 2020                                                                           | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     408000 | PA      | $249158.35     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     220000 | PA      | $179310.41     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91142.61      | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                    | Trustees of Dartmouth College                                                                                                 | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184607.46     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | Trustees of Boston College                                                                                                    | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     290000 | PA      | $194876.51     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     418000 | PA      | $361720.83     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     512000 | PA      | $387365.43     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     590000 | PA      | $518774.78     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     415000 | PA      | $272285.07     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     570000 | PA      | $522886.39     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     480000 | PA      | $453016.39     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     470000 | PA      | $473969.67     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     430000 | PA      | $425908.00     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AL4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1410000 | PA      | $1685301.83    | 0.00%             | 2030-01-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AT7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1580000 | PA      | $1689975.36    | 0.00%             | 2034-02-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2674000 | PA      | $2621123.86    | 0.01%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BB5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     912000 | PA      | $921415.56     | 0.00%             | 2038-03-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $1871712.81    | 0.01%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2950000 | PA      | $2528165.55    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3000000 | PA      | $2176209.15    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3050000 | PA      | $2678269.64    | 0.01%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3400000 | PA      | $2639662.76    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2200000 | PA      | $2183935.89    | 0.01%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2800000 | PA      | $2831984.20    | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3000000 | PA      | $3135685.69    | 0.01%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2200000 | PA      | $2126439.90    | 0.01%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2200000 | PA      | $2158488.64    | 0.01%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1800000 | PA      | $1745927.35    | 0.00%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1200000 | PA      | $1166787.42    | 0.00%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3200000 | PA      | $3421966.78    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2600000 | PA      | $2943187.85    | 0.01%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2200000 | PA      | $2395762.19    | 0.01%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2600000 | PA      | $2870968.74    | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3000000 | PA      | $3123818.09    | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1800000 | PA      | $1829695.12    | 0.01%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3400000 | PA      | $3277762.45    | 0.01%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2600000 | PA      | $2652559.77    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $2045975.40    | 0.01%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $1970100.26    | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2400000 | PA      | $2328069.04    | 0.01%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2400000 | PA      | $2316755.32    | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1400000 | PA      | $1339585.97    | 0.00%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     800000 | PA      | $793234.25     | 0.00%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                       | Turning Point Brands, Inc.                                                                                                    | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180324.09     | 0.00%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                               | Tutor Perini Corp.                                                                                                            | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     415000 | PA      | $452485.89     | 0.00%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     538000 | PA      | $516924.43     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     513000 | PA      | $479633.41     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 Park Funding Trust                                                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $399336.02     | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                                   | Coherent Corp.                                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $994549.05     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     484000 | PA      | $557089.94     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $985367.01     | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     430000 | PA      | $382781.50     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     620000 | PA      | $625858.16     | 0.00%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     610000 | PA      | $607541.66     | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     285000 | PA      | $283811.57     | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     370000 | PA      | $364183.36     | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     580000 | PA      | $533371.38     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     844000 | PA      | $829703.36     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1178807.38    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     942000 | PA      | $794351.45     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1396000 | PA      | $1261925.48    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1074518.94    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     950000 | PA      | $972227.44     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     740000 | PA      | $766076.24     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389759.58     | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2115000 | PA      | $2013180.14    | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1180000 | PA      | $1040961.62    | 0.00%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1745000 | PA      | $1548324.78    | 0.00%             | 2033-02-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1878000 | PA      | $1387949.60    | 0.00%             | 2043-02-11      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1140000 | PA      | $1144109.09    | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1310000 | PA      | $1303389.08    | 0.00%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2210000 | PA      | $2305262.68    | 0.01%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2050000 | PA      | $1836877.35    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2055569.84    | 0.01%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2135000 | PA      | $2178194.49    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     830000 | PA      | $853846.41     | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1100000 | PA      | $1045071.91    | 0.00%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2200000 | PA      | $2236766.47    | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     800000 | PA      | $788350.26     | 0.00%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     910000 | PA      | $871847.20     | 0.00%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    1250000 | PA      | $1249036.33    | 0.00%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    1250000 | PA      | $1247738.66    | 0.00%             | 2032-02-16      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217711.36     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     485000 | PA      | $477581.47     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     670000 | PA      | $667199.99     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     710000 | PA      | $677734.98     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     825000 | PA      | $759302.68     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     535000 | PA      | $457838.37     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     525000 | PA      | $445451.57     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     330000 | PA      | $270717.77     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     195000 | PA      | $161046.42     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     215000 | PA      | $213791.05     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     317000 | PA      | $268911.36     | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     885000 | PA      | $912086.01     | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class A4                                                                       | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     875000 | PA      | $866066.06     | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C14, Class B                                                                       | CUSIP: 90278KBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $243568.49     | 0.00%             | 2051-12-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C15, Class AS                                                                      | CUSIP: 90278LBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $242638.19     | 0.00%             | 2051-12-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $2397039.81    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     950000 | PA      | $938407.75     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     515000 | PA      | $503852.33     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     560000 | PA      | $573105.69     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     535000 | PA      | $556871.21     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     508000 | PA      | $509926.98     | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                              | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    1210000 | PA      | $1162506.01    | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     210000 | PA      | $211461.12     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23789.03      | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     325000 | PA      | $297062.88     | 0.00%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QD97<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303410.39     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165244.04     | 0.00%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                       | US Bank NA                                                                                                                    | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50167.64      | 0.00%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                        | USI, Inc.                                                                                                                     | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     640000 | PA      | $658720.84     | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $839875.72     | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $914904.06     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2910000 | PA      | $2903081.49    | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2047000 | PA      | $2029566.26    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1260150.11    | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1048522.85    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1290112.39    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1019091.54    | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     980000 | PA      | $953130.83     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                                      | US Acute Care Solutions LLC                                                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $926077.76     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UL Solutions, Inc.                                                               | UL Solutions, Inc.                                                                                                            | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |     430000 | PA      | $449049.52     | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMass Memorial Health Care Obligated Group                                       | UMass Memorial Health Care Obligated Group                                                                                    | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $118896.07     | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                               | Under Armour, Inc.                                                                                                            | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102064.92     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     661000 | PA      | $662611.36     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     995000 | PA      | $1001459.65    | 0.00%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1225000 | PA      | $1291413.78    | 0.00%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1430000 | PA      | $1431516.65    | 0.00%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     943000 | PA      | $867401.36     | 0.00%             | 2032-06-03      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1213503.07    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     925000 | PA      | $915104.87     | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1419440.64    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $974316.31     | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $943326.39     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     680000 | PA      | $596931.12     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     650000 | PA      | $394929.39     | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     770000 | PA      | $782272.26     | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     830000 | PA      | $847905.12     | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     360000 | PA      | $360886.90     | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1067688.78    | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     350000 | PA      | $446391.89     | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     527000 | PA      | $425515.68     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     475000 | PA      | $357061.65     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     420000 | PA      | $414491.56     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     517000 | PA      | $400752.78     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     823000 | PA      | $804907.78     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     462000 | PA      | $310153.64     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     432000 | PA      | $408534.61     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     705000 | PA      | $413113.56     | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     630000 | PA      | $552306.05     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     390000 | PA      | $290965.42     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     540000 | PA      | $510024.99     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     440000 | PA      | $403172.79     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     735000 | PA      | $746466.36     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     465000 | PA      | $419587.26     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     530000 | PA      | $538516.89     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     525000 | PA      | $511632.47     | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     425000 | PA      | $408117.02     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     465000 | PA      | $492981.99     | 0.00%             | 2029-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     785000 | PA      | $700069.37     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     561000 | PA      | $413298.65     | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     570000 | PA      | $457357.32     | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     670000 | PA      | $535949.61     | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     575000 | PA      | $409331.22     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $786585.77     | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     635000 | PA      | $498263.60     | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     505000 | PA      | $500507.20     | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     468000 | PA      | $410786.77     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     734000 | PA      | $530432.21     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     532000 | PA      | $446704.00     | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1352756.92    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     999000 | PA      | $984842.81     | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     640000 | PA      | $522147.04     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     565000 | PA      | $476072.87     | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     580000 | PA      | $420834.94     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1316238.00    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     947000 | PA      | $883325.10     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1276079.65    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     823000 | PA      | $546939.82     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $637646.25     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     660000 | PA      | $555510.70     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     619000 | PA      | $418092.19     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     847000 | PA      | $654786.19     | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1149567.75    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     550000 | PA      | $363571.92     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     900000 | PA      | $564148.68     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1039140.65    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     530000 | PA      | $411065.44     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $992872.41     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     390000 | PA      | $265702.12     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     680000 | PA      | $679041.40     | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     605000 | PA      | $544008.24     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     505000 | PA      | $450236.18     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     535000 | PA      | $475467.57     | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     830000 | PA      | $844210.58     | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     790000 | PA      | $771420.57     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                     | Unisys Corp.                                                                                                                  | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |     675000 | PA      | $585637.63     | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2018-1, Class AA                                                                   | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     606622 | PA      | $585793.04     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     174842 | PA      | $170170.75     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                                                                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     846650 | PA      | $858894.18     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-1, Class AA                                                                   | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     548732 | PA      | $532583.84     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-2, Class AA                                                                   | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     557572 | PA      | $536195.15     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-2, Class AA                                                                   | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242812 | PA      | $222092.81     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2254410.13    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2023-1, Class A                                                                    | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279432 | PA      | $1324774.58    | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2024-1, Class AA                                                                   | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     667219 | PA      | $680923.78     | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2024-1, Class A                                                                    | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620232 | PA      | $622926.82     | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     880000 | PA      | $867757.30     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     950000 | PA      | $938181.49     | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1175000 | PA      | $1370624.12    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1130000 | PA      | $1289571.70    | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1675000 | PA      | $1784981.95    | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3100000 | PA      | $3049311.35    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2700000 | PA      | $2218316.80    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3984000 | PA      | $3232640.08    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2955000 | PA      | $2688457.32    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2400000 | PA      | $1868839.24    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1500000 | PA      | $1110430.86    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1850000 | PA      | $1408018.20    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1400000 | PA      | $1384564.76    | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2400000 | PA      | $2392916.83    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1800000 | PA      | $1341090.09    | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2100000 | PA      | $1971842.43    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2635000 | PA      | $2545278.01    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $2057328.60    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $2670180.11    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $1810216.88    | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $2059057.13    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2800000 | PA      | $2400336.09    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2200000 | PA      | $1579361.01    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2200000 | PA      | $2099169.80    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1200000 | PA      | $1217753.51    | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2855000 | PA      | $2944797.62    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $2830985.15    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $1008318.87    | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4200000 | PA      | $4220877.45    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $2461921.42    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1600000 | PA      | $1659483.48    | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3630000 | PA      | $3836922.36    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2605000 | PA      | $2779078.69    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3600000 | PA      | $3664570.63    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2700000 | PA      | $2781645.44    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1200000 | PA      | $1179207.45    | 0.00%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3700000 | PA      | $3638475.55    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $2540454.12    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3005000 | PA      | $2969802.23    | 0.01%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3995000 | PA      | $3952853.29    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1973150.43    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                                 | United Nations Development Corp., Series 2025A                                                                                | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     170000 | PA      | $178011.37     | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                       | United Natural Foods, Inc.                                                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     396000 | PA      | $395983.64     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     810000 | PA      | $802157.64     | 0.00%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAK8<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     800000 | PA      | $803077.48     | 0.00%             | 2028-04-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1569380.66    | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     680000 | PA      | $645510.91     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     605000 | PA      | $474149.87     | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     595000 | PA      | $424561.10     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1586232.66    | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $793890.12     | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     848000 | PA      | $681856.46     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $986838.81     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     864000 | PA      | $600375.54     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     717000 | PA      | $679811.56     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     605000 | PA      | $598487.98     | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1363039.51    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     803000 | PA      | $807947.98     | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     625000 | PA      | $636232.90     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1088018.91    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     800000 | PA      | $819989.30     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1076689.42    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     605000 | PA      | $571924.31     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     475000 | PA      | $481590.00     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     650000 | PA      | $665601.31     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1308667.85    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     840000 | PA      | $846655.24     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1017949.97    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1232503.48    | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     755000 | PA      | $756145.33     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     807000 | PA      | $795451.54     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     750000 | PA      | $718952.01     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     765000 | PA      | $710091.76     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1808000 | PA      | $1838526.11    | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1043011.86    | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1879244.93    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp, Series X                                                                                                          | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1416148.50    | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1514000 | PA      | $1504813.94    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1575719.43    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2137508.33    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1332695.14    | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $926756.62     | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2098012.07    | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1346487.62    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1845373.71    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1194563.39    | 0.00%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1740034.73    | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1323535.05    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1841904.28    | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1479713.91    | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2138910.88    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1759192.14    | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     855000 | PA      | $867389.24     | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1476370.81    | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     280000 | PA      | $284260.11     | 0.00%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1082117.57    | 0.00%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1333427.00    | 0.00%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3504523.44    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5500000 | PA      | $5679179.69    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $10820742.19   | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1760960.94    | 0.00%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3447281.25    | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11120000 | PA      | $11693375.00   | 0.03%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $991562.50     | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2900000 | PA      | $2900453.13    | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3750000 | PA      | $3360937.50    | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9834375.00    | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2904375.00    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2050000 | PA      | $2033343.75    | 0.01%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3650000 | PA      | $3518257.81    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3089750.00    | 0.01%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3309140.63    | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4350000 | PA      | $4338445.31    | 0.01%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7600000 | PA      | $7259187.50    | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $7960781.25    | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7510000 | PA      | $6094834.38    | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5850000 | PA      | $4723875.00    | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5950000 | PA      | $4702359.38    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13450000 | PA      | $10198882.81   | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18800000 | PA      | $14182250.00   | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14100000 | PA      | $11189671.88   | 0.03%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18600000 | PA      | $14167968.75   | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19900000 | PA      | $16840375.00   | 0.05%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $6011250.00    | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3700000 | PA      | $3113203.13    | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1870000 | PA      | $1513531.25    | 0.00%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6380000 | PA      | $4954468.75    | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23335000 | PA      | $17698139.06   | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43714000 | PA      | $30347078.44   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12200000 | PA      | $9193843.75    | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12950000 | PA      | $9522296.88    | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14300000 | PA      | $10707125.00   | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30894700 | PA      | $21095287.34   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26163400 | PA      | $17791112.00   | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37146000 | PA      | $23976582.19   | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10112600 | PA      | $7318994.25    | 0.02%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25639500 | PA      | $18917143.59   | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16950000 | PA      | $12471492.19   | 0.03%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22800000 | PA      | $15970687.50   | 0.04%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24958000 | PA      | $17427703.44   | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35473200 | PA      | $25878807.94   | 0.07%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28895000 | PA      | $21517745.31   | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33647500 | PA      | $24404952.34   | 0.07%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49231400 | PA      | $38146642.59   | 0.10%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23000000 | PA      | $16603125.00   | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42000000 | PA      | $29524687.50   | 0.08%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26520200 | PA      | $16301635.44   | 0.04%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27000000 | PA      | $17001562.50   | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52779000 | PA      | $30364418.44   | 0.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47790000 | PA      | $22409029.69   | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37798000 | PA      | $18255252.81   | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20800000 | PA      | $12873250.00   | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82415000 | PA      | $51560884.38   | 0.14%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66750000 | PA      | $34397109.38   | 0.09%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42759000 | PA      | $27332354.53   | 0.07%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82620000 | PA      | $45311906.25   | 0.12%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66743000 | PA      | $45896241.09   | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88598000 | PA      | $54764638.75   | 0.15%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60839000 | PA      | $44003707.97   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87416000 | PA      | $49144182.50   | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95137000 | PA      | $63147183.75   | 0.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80214000 | PA      | $43503561.56   | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78373000 | PA      | $53783471.25   | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76452000 | PA      | $45488940.00   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60731000 | PA      | $43944572.03   | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73223000 | PA      | $50134872.81   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54753000 | PA      | $44803353.28   | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66968000 | PA      | $46992701.25   | 0.13%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48333000 | PA      | $40086181.88   | 0.11%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65402500 | PA      | $55510371.88   | 0.15%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36734000 | PA      | $32997463.44   | 0.09%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59409000 | PA      | $47063067.19   | 0.13%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49682000 | PA      | $43782262.50   | 0.12%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63114000 | PA      | $49958675.63   | 0.14%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47892000 | PA      | $42085095.00   | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68739000 | PA      | $59534418.28   | 0.16%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46540000 | PA      | $43536715.63   | 0.12%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67328000 | PA      | $64655920.00   | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51835000 | PA      | $50749704.69   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63188000 | PA      | $55891760.63   | 0.15%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45275000 | PA      | $42883914.06   | 0.12%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74340000 | PA      | $70007371.88   | 0.19%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41255000 | PA      | $39662814.84   | 0.11%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71696000 | PA      | $63428555.00   | 0.17%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50475000 | PA      | $45372292.97   | 0.12%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64936000 | PA      | $59913606.25   | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51680000 | PA      | $49556275.00   | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65227000 | PA      | $61435680.63   | 0.17%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52678000 | PA      | $51295202.50   | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63881000 | PA      | $61415592.66   | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37427000 | PA      | $37579047.19   | 0.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64025000 | PA      | $61594050.78   | 0.17%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37459000 | PA      | $37008321.41   | 0.10%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62093000 | PA      | $58551758.59   | 0.16%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35446000 | PA      | $33878622.19   | 0.09%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41532000 | PA      | $39987528.75   | 0.11%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22738000 | PA      | $21714790.00   | 0.06%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46650000 | PA      | $45706066.41   | 0.13%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30730000 | PA      | $29989358.98   | 0.08%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50700000 | PA      | $49705804.69   | 0.14%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61700000 | PA      | $60470820.31   | 0.17%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47650000 | PA      | $46589042.97   | 0.13%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18500000 | PA      | $18151679.69   | 0.05%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24689000 | PA      | $23853817.42   | 0.07%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37751300 | PA      | $36096731.30   | 0.10%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23880000 | PA      | $23535792.19   | 0.06%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13000000 | PA      | $12585117.19   | 0.03%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1313437.50    | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3378457.03    | 0.01%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $14436914.06   | 0.04%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40000000 | PA      | $34731250.00   | 0.10%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22000000 | PA      | $21047812.50   | 0.06%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29500000 | PA      | $28101054.69   | 0.08%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55970000 | PA      | $53252394.14   | 0.15%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54825000 | PA      | $47753431.64   | 0.13%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38500000 | PA      | $36590039.06   | 0.10%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43400000 | PA      | $41133367.19   | 0.11%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54112000 | PA      | $51262665.00   | 0.14%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130548000 | PA      | $114270296.25  | 0.31%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72400000 | PA      | $68898781.25   | 0.19%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57310200 | PA      | $54538714.55   | 0.15%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56329000 | PA      | $53492746.84   | 0.15%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   81310000 | PA      | $72397661.72   | 0.20%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50870000 | PA      | $48199325.00   | 0.13%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71400000 | PA      | $67512046.88   | 0.18%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55970000 | PA      | $52506856.25   | 0.14%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113249000 | PA      | $98172726.88   | 0.27%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43400000 | PA      | $40731578.13   | 0.11%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71242600 | PA      | $66923517.38   | 0.18%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55620000 | PA      | $52295835.94   | 0.14%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107735000 | PA      | $93283359.77   | 0.26%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66620000 | PA      | $62711279.69   | 0.17%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53088000 | PA      | $49720230.00   | 0.14%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38592000 | PA      | $36430245.00   | 0.10%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104072000 | PA      | $92119981.25   | 0.25%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41137000 | PA      | $38906603.28   | 0.11%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35638600 | PA      | $34137880.83   | 0.09%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78460000 | PA      | $76155237.50   | 0.21%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   86762000 | PA      | $85887601.72   | 0.24%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84121000 | PA      | $78455976.41   | 0.21%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62410000 | PA      | $60298786.72   | 0.17%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49459000 | PA      | $48846558.48   | 0.13%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77000000 | PA      | $75466015.63   | 0.21%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36303000 | PA      | $36067597.73   | 0.10%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38127000 | PA      | $37625093.79   | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28030000 | PA      | $26917559.38   | 0.07%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   81705000 | PA      | $75353712.89   | 0.21%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33203000 | PA      | $32889127.89   | 0.09%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58500000 | PA      | $57019218.75   | 0.16%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   86030000 | PA      | $85821646.09   | 0.23%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35261000 | PA      | $35383587.07   | 0.10%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31354000 | PA      | $31402990.63   | 0.09%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30922000 | PA      | $31027086.48   | 0.08%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90450000 | PA      | $90160277.34   | 0.25%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44600000 | PA      | $44478046.88   | 0.12%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40114000 | PA      | $40107732.19   | 0.11%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72578000 | PA      | $72362534.06   | 0.20%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37821000 | PA      | $37810658.32   | 0.10%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98037000 | PA      | $97401291.33   | 0.27%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82664000 | PA      | $81320710.00   | 0.22%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96592000 | PA      | $92622672.50   | 0.25%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45120000 | PA      | $45209887.50   | 0.12%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133632000 | PA      | $133767720.00  | 0.37%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52965000 | PA      | $52298799.61   | 0.14%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46943000 | PA      | $46711952.42   | 0.13%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37597000 | PA      | $36936115.23   | 0.10%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47055000 | PA      | $46702087.50   | 0.13%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98602000 | PA      | $93594867.19   | 0.26%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56503000 | PA      | $56198413.52   | 0.15%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38049000 | PA      | $37713098.67   | 0.10%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39907000 | PA      | $39545342.81   | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50232000 | PA      | $50345806.88   | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52207000 | PA      | $52463956.33   | 0.14%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41626000 | PA      | $41632504.06   | 0.11%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  121924000 | PA      | $119228336.56  | 0.33%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43893000 | PA      | $44102177.58   | 0.12%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48873400 | PA      | $49381225.17   | 0.14%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42115000 | PA      | $43164584.77   | 0.12%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55395000 | PA      | $56316807.42   | 0.15%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59118000 | PA      | $60466629.38   | 0.17%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43036000 | PA      | $44555708.75   | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  124343000 | PA      | $126353859.45  | 0.35%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29760000 | PA      | $30201750.00   | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45250000 | PA      | $45762597.66   | 0.13%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43046000 | PA      | $42551643.59   | 0.12%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63555900 | PA      | $63297704.16   | 0.17%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57193100 | PA      | $57322678.12   | 0.16%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35443000 | PA      | $35404234.22   | 0.10%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133650000 | PA      | $131290242.19  | 0.36%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25772000 | PA      | $26019652.81   | 0.07%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50399000 | PA      | $50843928.67   | 0.14%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42215000 | PA      | $42386498.44   | 0.12%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70953000 | PA      | $71352110.63   | 0.20%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93843000 | PA      | $94484504.88   | 0.26%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42597000 | PA      | $43715171.25   | 0.12%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67691000 | PA      | $69028954.92   | 0.19%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133145000 | PA      | $133977156.25  | 0.37%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79165000 | PA      | $79724721.29   | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72048300 | PA      | $73241599.97   | 0.20%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46684000 | PA      | $47909455.00   | 0.13%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89746000 | PA      | $90545300.31   | 0.25%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47739000 | PA      | $48179093.91   | 0.13%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67184800 | PA      | $67825155.13   | 0.19%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68618000 | PA      | $69049542.89   | 0.19%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72468700 | PA      | $72610240.43   | 0.20%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36119000 | PA      | $36237515.47   | 0.10%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  137805000 | PA      | $133735446.09  | 0.37%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87342000 | PA      | $87225998.91   | 0.24%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44006000 | PA      | $43339034.06   | 0.12%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64804000 | PA      | $64161022.81   | 0.18%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71226000 | PA      | $70772490.70   | 0.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34318000 | PA      | $33575337.03   | 0.09%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56731000 | PA      | $55933220.31   | 0.15%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55947000 | PA      | $55949185.43   | 0.15%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79195000 | PA      | $79640471.88   | 0.22%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30694000 | PA      | $30756347.19   | 0.08%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136315000 | PA      | $135633425.00  | 0.37%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78771000 | PA      | $79057160.27   | 0.22%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42817000 | PA      | $42890591.72   | 0.12%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93983500 | PA      | $94512157.19   | 0.26%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82687600 | PA      | $82836179.28   | 0.23%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48985000 | PA      | $49968526.95   | 0.14%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61463000 | PA      | $62327323.44   | 0.17%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64634000 | PA      | $65015239.61   | 0.18%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96620000 | PA      | $97556006.25   | 0.27%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27588000 | PA      | $27960869.06   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127559000 | PA      | $130259663.20  | 0.36%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50010000 | PA      | $50318655.47   | 0.14%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48502000 | PA      | $48520946.09   | 0.13%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53516000 | PA      | $53501366.72   | 0.15%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38307000 | PA      | $38312985.47   | 0.10%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104948000 | PA      | $105046388.75  | 0.29%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114953000 | PA      | $114652146.45  | 0.31%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70599000 | PA      | $70574180.04   | 0.19%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108516000 | PA      | $108109065.00  | 0.30%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46980000 | PA      | $46657012.50   | 0.13%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132355000 | PA      | $131362337.50  | 0.36%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114955000 | PA      | $114631689.06  | 0.31%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88021000 | PA      | $88086328.09   | 0.24%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41356000 | PA      | $41320459.69   | 0.11%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96166000 | PA      | $96233616.72   | 0.26%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50976000 | PA      | $50964052.50   | 0.14%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54600000 | PA      | $54164906.25   | 0.15%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80398000 | PA      | $80052539.84   | 0.22%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27573000 | PA      | $27548227.38   | 0.08%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54207000 | PA      | $54185825.39   | 0.15%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67116000 | PA      | $66811880.63   | 0.18%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52956000 | PA      | $52972548.75   | 0.14%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45844000 | PA      | $45453609.69   | 0.12%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126210000 | PA      | $125115522.66  | 0.34%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48308000 | PA      | $48024945.31   | 0.13%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92392000 | PA      | $92114102.19   | 0.25%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30243000 | PA      | $29761002.19   | 0.08%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105488000 | PA      | $103905680.00  | 0.28%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43971000 | PA      | $43448844.38   | 0.12%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47853000 | PA      | $47067911.72   | 0.13%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123489000 | PA      | $121627017.42  | 0.33%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85625000 | PA      | $85196875.00   | 0.23%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76637000 | PA      | $75912540.86   | 0.21%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127696000 | PA      | $125710726.25  | 0.34%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73885000 | PA      | $73480941.41   | 0.20%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46317000 | PA      | $45198878.67   | 0.12%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125254000 | PA      | $121564878.28  | 0.33%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44500000 | PA      | $44065429.69   | 0.12%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62681000 | PA      | $62198650.12   | 0.17%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28483000 | PA      | $27777600.70   | 0.08%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43911000 | PA      | $42984752.34   | 0.12%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55133000 | PA      | $54581670.00   | 0.15%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40714000 | PA      | $39972877.97   | 0.11%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118541000 | PA      | $116605447.73  | 0.32%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49255000 | PA      | $48852879.10   | 0.13%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44744000 | PA      | $44279081.88   | 0.12%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105150000 | PA      | $103950632.81  | 0.28%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61790000 | PA      | $61090035.16   | 0.17%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109460000 | PA      | $107159629.69  | 0.29%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64200000 | PA      | $63512859.38   | 0.17%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52600000 | PA      | $52139750.00   | 0.14%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56931000 | PA      | $55436561.25   | 0.15%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106814000 | PA      | $104435719.53  | 0.29%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28870000 | PA      | $28554234.38   | 0.08%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16209000 | PA      | $16254587.81   | 0.04%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24630000 | PA      | $24468365.63   | 0.07%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55434000 | PA      | $55423173.05   | 0.15%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11284000 | PA      | $11272539.69   | 0.03%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                                                                     | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     278000 | PA      | $286467.69     | 0.00%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                                                                     | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     474000 | PA      | $474400.79     | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     550000 | PA      | $603062.11     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     335000 | PA      | $345814.75     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     410000 | PA      | $440930.29     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     590000 | PA      | $632924.26     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     570000 | PA      | $584684.69     | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2364640.56    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     916000 | PA      | $745387.92     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $957204.55     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $863450.43     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1268750.23    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     870000 | PA      | $801493.98     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1546349.77    | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $3042901.75    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Utilities plc                                                             | United Utilities plc                                                                                                          | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     460000 | PA      | $482592.12     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     870000 | PA      | $829489.95     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     510000 | PA      | $507749.04     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     900000 | PA      | $943026.08     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     535000 | PA      | $587879.45     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     755000 | PA      | $839300.25     | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1220244.10    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     290000 | PA      | $293833.97     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     490000 | PA      | $505189.06     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     758000 | PA      | $677467.06     | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     600000 | PA      | $517930.53     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     641000 | PA      | $520490.34     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     986000 | PA      | $825938.61     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1143340.97    | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1969000 | PA      | $1728985.09    | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     662000 | PA      | $529462.63     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     842000 | PA      | $837406.61     | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     894000 | PA      | $719068.76     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     750000 | PA      | $737367.97     | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $765534.65     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1176437.90    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $916888.02     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1064265.30    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     912000 | PA      | $750711.88     | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     999000 | PA      | $956085.97     | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1020710.38    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $836107.03     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $812986.56     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1259184.37    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     994000 | PA      | $728215.80     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $687803.75     | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $707075.17     | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1338317.60    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1129496.63    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $1361114.62    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     420000 | PA      | $418515.14     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1054471.74    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1482514.45    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1623640.04    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     990000 | PA      | $836534.18     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1403515.11    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1381872.16    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1841564.54    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1839832.71    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1434076.33    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1238200.72    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1477789.79    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1780954.92    | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1594845.16    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     515000 | PA      | $517784.66     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     565000 | PA      | $571163.91     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1198031.93    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1361867.37    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1742511.26    | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1103251.90    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1366681.13    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1611108.43    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2078243.33    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1756555.39    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2654830.39    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1946641.00    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     330000 | PA      | $330919.89     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     895000 | PA      | $900541.74     | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1427251.02    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     510000 | PA      | $515342.84     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $763557.92     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1045779.87    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $508287.15     | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP, Series Feb                                                                                                    | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $125519.11     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1398298.04    | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | University of Pittsburgh-of the Commonwealth System of Higher Education, Series 2019A                                         | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |     200000 | PA      | $121314.11     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2009F                                                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1260000 | PA      | $1330719.27    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2010H                                                   | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     725000 | PA      | $758462.05     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2020N                                                   | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     540000 | PA      | $338212.41     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2020N                                                   | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $61626.80      | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2022Q                                                   | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1105000 | PA      | $1080035.58    | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2022Q                                                   | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     175000 | PA      | $147235.95     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: —       |
| Iowa Health System                                                               | Iowa Health System, Series 2020                                                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     415000 | PA      | $308253.67     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     753000 | PA      | $680261.84     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     565000 | PA      | $495007.30     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     615000 | PA      | $610798.62     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     470000 | PA      | $452276.75     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2015AQ                                                                                       | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1445000 | PA      | $1156648.02    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2012AD                                                                                       | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     110000 | PA      | $89087.01      | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2020BG                                                                                       | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     720000 | PA      | $650269.01     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2021BJ                                                                                       | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1305000 | PA      | $841831.73     | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| University of Chicago (The)                                                      | University of Chicago (The)                                                                                                   | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     190000 | PA      | $148346.29     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The), Series 20B                                                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |      85000 | PA      | $66657.33      | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The), Series C                                                                                         | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     276000 | PA      | $175000.37     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | University of Miami, Series 2022                                                                                              | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     216000 | PA      | $168047.62     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2020B                                                                                          | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     238000 | PA      | $176789.34     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2020B                                                                                          | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1222548.14    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                                           | University of Michigan, Series 2022A                                                                                          | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     153000 | PA      | $108746.65     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022A                                                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1596000 | PA      | $1222338.72    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022B                                                                                          | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     119000 | PA      | $85585.24      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | University of Minnesota, Series 2022                                                                                          | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     268000 | PA      | $210273.78     | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp. (The)                                    | University of Nebraska Facilities Corp. (The), Series 2019A                                                                   | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $35413.20      | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2015                                                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     304000 | PA      | $231384.94     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2017                                                                                  | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     400000 | PA      | $291706.18     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The)                                                                              | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      30000 | PA      | $23944.08      | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The)                                                                              | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     255000 | PA      | $157977.89     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The), Series 2020                                                                 | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     310000 | PA      | $179540.32     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     255000 | PA      | $229312.11     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     763000 | PA      | $624486.59     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series 2017                                                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     483000 | PA      | $378258.65     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series A                                                                                   | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     208000 | PA      | $115148.38     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     115000 | PA      | $71838.27      | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series 21A                                                                                 | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     345000 | PA      | $220398.37     | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     380000 | PA      | $345154.80     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1002901.91    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1004182.17    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1289143.77    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1521950.74    | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     620000 | PA      | $623445.67     | 0.00%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | Permanent University Fund - University of Texas System, Series 2017A                                                          | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    1120000 | PA      | $838094.06     | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System, Series 2010C                                                              | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     155000 | PA      | $144331.98     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System, Series 2020B                                                              | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     845000 | PA      | $508400.74     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia, Series 2017C                                                                                          | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $35641.55      | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia, Series 2020                                                                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1120000 | PA      | $640124.07     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     515000 | PA      | $503419.41     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     315000 | PA      | $309095.98     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     590000 | PA      | $469962.33     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     555000 | PA      | $406589.19     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     465000 | PA      | $372750.16     | 0.00%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     520000 | PA      | $501199.03     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     355000 | PA      | $348916.20     | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                                  | UPM-Kymmene OYJ                                                                                                               | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |     215000 | PA      | $223634.85     | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Urban One, Inc.                                                                  | Urban One, Inc.                                                                                                               | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     263000 | PA      | $108377.59     | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     868589 | PA      | $1020182.20    | 0.00%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2225000 | PA      | $2230779.47    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1064549.98    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $454035.10     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     310000 | PA      | $310648.01     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     205000 | PA      | $197516.43     | 0.00%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     481000 | PA      | $469535.69     | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     800000 | PA      | $725598.38     | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                                   | VFH Parent LLC                                                                                                                | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     565000 | PA      | $592818.05     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                  | VOC Escrow Ltd.                                                                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     725000 | PA      | $722523.40     | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                            | VM Consolidated, Inc.                                                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     379000 | PA      | $370568.61     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                          | VSP Optical Group, Inc.                                                                                                       | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162684.89     | 0.00%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                   | VT Topco, Inc.                                                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     495000 | PA      | $506450.13     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1505000 | PA      | $1322702.29    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1025000 | PA      | $994855.56     | 0.00%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     640000 | PA      | $652834.13     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184778.70     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    1090000 | PA      | $1136507.61    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $59036.68      | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     884000 | PA      | $992915.58     | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     701000 | PA      | $780394.23     | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1751000 | PA      | $1676906.16    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1693000 | PA      | $1786106.13    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1635000 | PA      | $1675657.97    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                     | Bausch Health Americas, Inc.                                                                                                  | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     596000 | PA      | $593331.59     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                                                                       | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     671000 | PA      | $664971.89     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     705000 | PA      | $800276.61     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1697129.28    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     779000 | PA      | $681845.43     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     723000 | PA      | $722881.72     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     590000 | PA      | $582772.36     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     661000 | PA      | $641372.46     | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     645000 | PA      | $583001.27     | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $726007.55     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     620000 | PA      | $449489.05     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510368.30     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     475000 | PA      | $467733.48     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | Valero Energy Partners LP                                                                                                     | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     847000 | PA      | $846812.97     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                                   | Vallourec SACA                                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     830000 | PA      | $876392.69     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                         | Valmont Industries, Inc.                                                                                                      | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     250000 | PA      | $226596.90     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                         | Valmont Industries, Inc.                                                                                                      | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     734000 | PA      | $651787.00     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                                  | Valvoline, Inc.                                                                                                               | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     595000 | PA      | $541715.77     | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     375000 | PA      | $376566.72     | 0.00%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     705000 | PA      | $735573.69     | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     470000 | PA      | $536067.76     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     400000 | PA      | $413452.78     | 0.00%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     400000 | PA      | $423474.80     | 0.00%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital LLC                                                  | Velocity Commercial Capital LLC                                                                                               | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     480000 | PA      | $496348.30     | 0.00%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                       | Velocity Vehicle Group LLC                                                                                                    | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $495838.55     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     245000 | PA      | $240969.72     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     250000 | PA      | $206871.81     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     341000 | PA      | $339847.57     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     674000 | PA      | $668116.84     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1057237.25    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     525000 | PA      | $451636.04     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     440000 | PA      | $415297.24     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     875000 | PA      | $876268.05     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     570000 | PA      | $507888.76     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     255000 | PA      | $262211.96     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     285000 | PA      | $280379.36     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     535000 | PA      | $541215.92     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     395000 | PA      | $387313.68     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1503443.44    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1431969.59    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2048028.70    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1992796.82    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1649896.41    | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1319111.14    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1319000 | PA      | $1263245.59    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1313311.96    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1185932.24    | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1055091.55    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     270000 | PA      | $271475.31     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2050959.45    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2405906.78    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3219921.94    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2113309.21    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1569915.11    | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     895000 | PA      | $911719.81     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     770000 | PA      | $788153.68     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                            | Veritiv Operating Co.                                                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1060120.74    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1204743.99    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     838000 | PA      | $754214.22     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162056.47     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     709000 | PA      | $635865.53     | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     945000 | PA      | $749240.41     | 0.00%             | 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        |     520000 | PA      | $563116.28     | 0.00%             | 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        |     954000 | PA      | $1020866.98    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $1975658.02    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     730000 | PA      | $627202.63     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2099000 | PA      | $1993186.55    | 0.01%             | 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        |    1085000 | PA      | $1001433.15    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $964641.93     | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     757000 | PA      | $612214.22     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $819282.93     | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1275482.80    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     820000 | PA      | $718565.23     | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1435703.98    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     735000 | PA      | $693340.31     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2297500 | PA      | $2229485.27    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3442000 | PA      | $3444105.66    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1340057.00    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3928000 | PA      | $3873522.91    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $972389.63     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1502000 | PA      | $1430601.73    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1268145.02    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $1943364.53    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2201873.36    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $1560418.95    | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1052449.28    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $1916262.50    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     951000 | PA      | $839813.35     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $3158514.27    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3308000 | PA      | $2182041.43    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2792000 | PA      | $2681666.98    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3225823.13    | 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        |    3710000 | PA      | $2846176.31    | 0.01%             | 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        |    1200000 | PA      | $844726.96     | 0.00%             | 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        |    4417000 | PA      | $3862595.05    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $742425.75     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     705000 | PA      | $712944.47     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     980000 | PA      | $921824.27     | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2134663.78    | 0.01%             | 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        |    2110000 | PA      | $2110359.53    | 0.01%             | 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        |    2558000 | PA      | $2545741.38    | 0.01%             | 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        |    1845000 | PA      | $1821948.46    | 0.00%             | 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        |    3175000 | PA      | $3099554.69    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1896511.43    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3248382.28    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1213882.45    | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     765000 | PA      | $860759.81     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     610000 | PA      | $639467.43     | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     714000 | PA      | $667480.09     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     992000 | PA      | $982967.18     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     950000 | PA      | $661077.88     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     665000 | PA      | $689750.67     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     780000 | PA      | $778250.32     | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     575000 | PA      | $569488.79     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     280000 | PA      | $276011.44     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     295000 | PA      | $288220.71     | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust, Series 2024-6, Class A1A                                                                                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2501132.77    | 0.01%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust, Series 2025-7, Class A1A                                                                                | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1788707.97    | 0.00%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                                           | Vermilion Energy, Inc.                                                                                                        | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $430159.48     | 0.00%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                                           | Vermilion Energy, Inc.                                                                                                        | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $430829.71     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                        | Versant Media Group, Inc.                                                                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622919.95     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp.                                                                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $1029528.08    | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co.                                                                                                           | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     240000 | PA      | $233332.37     | 0.00%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co.                                                                                                           | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     305000 | PA      | $293199.36     | 0.00%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co.                                                                                                           | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     140000 | PA      | $135476.98     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co.                                                                                                           | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     340000 | PA      | $328714.70     | 0.00%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                       | TK Elevator US Newco, Inc.                                                                                                    | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     397000 | PA      | $397051.19     | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     831000 | PA      | $884812.99     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     445000 | PA      | $403822.29     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $980706.53     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599226.34     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     465000 | PA      | $463366.13     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     770000 | PA      | $771686.34     | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $975201.96     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $887908.17     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     325000 | PA      | $220435.19     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc.                                                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     425000 | PA      | $404688.32     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1161027.56    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     973000 | PA      | $611993.22     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     937000 | PA      | $818575.76     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     695000 | PA      | $675643.92     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1244859.54    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $996826.51     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $1319249.79    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1314000 | PA      | $1291306.09    | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     485000 | PA      | $465303.50     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAK1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1172645.46    | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     915000 | PA      | $890528.89     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     875000 | PA      | $876141.72     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     960000 | PA      | $960013.97     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1324292.44    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     980000 | PA      | $888265.89     | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187786.36     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     465000 | PA      | $451070.79     | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     495000 | PA      | $493543.62     | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     155000 | PA      | $155144.54     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     875000 | PA      | $878239.41     | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                          | Victoria's Secret & Co.                                                                                                       | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     710000 | PA      | $684269.39     | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                        | ACProducts Holdings, Inc.                                                                                                     | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |     560000 | PA      | $262064.40     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                              | Victra Holdings LLC                                                                                                           | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |     465000 | PA      | $485910.07     | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     985000 | PA      | $954730.32     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $553926.28     | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp.                                             | Viking Baked Goods Acquisition Corp.                                                                                          | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     875000 | PA      | $894571.26     | 0.00%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     450000 | PA      | $451193.83     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     715000 | PA      | $752623.61     | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1250000 | PA      | $1252582.95    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                               | Viking Ocean Cruises Ship VII Ltd.                                                                                            | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     374000 | PA      | $373690.93     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                                                                      | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $529933.42     | 0.00%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                                     | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     310000 | PA      | $310117.93     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                                     | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     605000 | PA      | $614687.11     | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                    | Virgin Media O2 Vendor Financing Notes VI DAC                                                                                 | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |     565000 | PA      | $507516.92     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                         | Virgin Media Finance plc                                                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     910000 | PA      | $766671.13     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1111000 | PA      | $1073255.48    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1005000 | PA      | $894038.85     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     530000 | PA      | $558469.46     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     281000 | PA      | $296616.06     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     578000 | PA      | $624795.55     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     872000 | PA      | $1137784.21    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     655000 | PA      | $528048.81     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series D                                                                                       | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     588000 | PA      | $511490.77     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     540000 | PA      | $457426.93     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     480000 | PA      | $387696.39     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     535000 | PA      | $410634.94     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     561000 | PA      | $419212.41     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1090050.83    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     680000 | PA      | $563932.75     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     485000 | PA      | $463719.93     | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     654000 | PA      | $434598.14     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     992000 | PA      | $554408.14     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     765000 | PA      | $679303.32     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     970000 | PA      | $596997.34     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     545000 | PA      | $481832.65     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     710000 | PA      | $707435.17     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     720000 | PA      | $594087.40     | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     835000 | PA      | $842268.99     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     710000 | PA      | $663722.34     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     625000 | PA      | $639286.69     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     565000 | PA      | $546994.67     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     725000 | PA      | $724143.46     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     565000 | PA      | $520420.99     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800461.23     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     635000 | PA      | $599944.74     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     940000 | PA      | $940284.21     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     585000 | PA      | $560126.58     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     820000 | PA      | $802532.49     | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series D                                                                                       | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $998448.78     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     975000 | PA      | $950610.78     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1178788.11    | 0.00%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | Virginia Power Fuel Securitization LLC, Series A-2                                                                            | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2524907.87    | 0.01%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1797614.97    | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3492000 | PA      | $2972343.20    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1106000 | PA      | $1087197.06    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     578000 | PA      | $440860.23     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $867664.69     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1048383.00    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1742000 | PA      | $1603928.99    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1144911.35    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     815000 | PA      | $781739.84     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1132806.28    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     650000 | PA      | $645170.55     | 0.00%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     490000 | PA      | $488097.67     | 0.00%             | 2031-02-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     560000 | PA      | $554439.48     | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     630000 | PA      | $623638.73     | 0.00%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                                    | Virtusa Corp.                                                                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     360000 | PA      | $296126.39     | 0.00%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $952482.87     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |     515000 | PA      | $515000.00     | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1002355.87    | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1174998.57    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1229065.09    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1368732.36    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1143493.18    | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1188854.71    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $571664.18     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     775000 | PA      | $781431.20     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132552.29     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     415000 | PA      | $402825.89     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     245000 | PA      | $242281.43     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     535000 | PA      | $526305.69     | 0.00%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     670000 | PA      | $653942.42     | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     935000 | PA      | $932477.23     | 0.00%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     910000 | PA      | $906201.31     | 0.00%             | 2033-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VBC5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     910000 | PA      | $902188.29     | 0.00%             | 2036-04-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VBD3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     765000 | PA      | $763703.26     | 0.00%             | 2028-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $556280.80     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92841HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $504203.69     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                    | CUSIP: 92841RAC4<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     200000 | PA      | $203596.80     | 0.00%             | 2038-04-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     891000 | PA      | $895571.61     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     950000 | PA      | $897573.71     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1309529.16    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $1080888.74    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     495000 | PA      | $530079.42     | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $913175.17     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     615000 | PA      | $517419.95     | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     875000 | PA      | $857207.19     | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1135000 | PA      | $1023720.97    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2060000 | PA      | $2145313.10    | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1788000 | PA      | $1525290.80    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      10000 | PA      | $8723.30       | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1208000 | PA      | $930556.64     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1115000 | PA      | $1037132.08    | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1030000 | PA      | $812808.09     | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     915000 | PA      | $856398.23     | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     460000 | PA      | $427329.23     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1585000 | PA      | $1499889.08    | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $941700.14     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1310000 | PA      | $1130211.78    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1390000 | PA      | $1202596.70    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     770000 | PA      | $749606.00     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     815000 | PA      | $746765.36     | 0.00%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     841000 | PA      | $840936.04     | 0.00%             | 2028-11-13      | Fixed         | 4.75%                 | 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        |     655000 | PA      | $624398.56     | 0.00%             | 2030-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     653000 | PA      | $623249.63     | 0.00%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     905000 | PA      | $902591.27     | 0.00%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     745000 | PA      | $738911.69     | 0.00%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     900000 | PA      | $918043.48     | 0.00%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  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        |     520000 | PA      | $534638.60     | 0.00%             | 2033-09-12      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     660000 | PA      | $681799.52     | 0.00%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     570000 | PA      | $602311.28     | 0.00%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505796.63     | 0.00%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     545000 | PA      | $546464.61     | 0.00%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440964.65     | 0.00%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     935000 | PA      | $938027.02     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1107181.89    | 0.00%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405481.12     | 0.00%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  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        |     400000 | PA      | $407757.42     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  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        |     245000 | PA      | $247083.09     | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199508.96     | 0.00%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199273.36     | 0.00%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198813.64     | 0.00%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust, Series 2025-A, Class A3                                                                          | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $502151.82     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1733745.74    | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     744000 | PA      | $713239.89     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     813000 | PA      | $742417.72     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92890HAD4<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     394000 | PA      | $328761.78     | 0.00%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                                                             | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     390000 | PA      | $354072.24     | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                                                             | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450452.03     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     370000 | PA      | $317186.93     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     225000 | PA      | $216554.59     | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     510000 | PA      | $499597.52     | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     445000 | PA      | $430403.14     | 0.00%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     830000 | PA      | $827912.42     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     604000 | PA      | $504650.50     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $883566.19     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     910000 | PA      | $873822.90     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     530000 | PA      | $538466.97     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     650000 | PA      | $662039.30     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     635000 | PA      | $618851.61     | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                               | Voyager Parent LLC                                                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1542000 | PA      | $1642763.92    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                                              | Voya Global Funding                                                                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $399602.99     | 0.00%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| W&T Offshore, Inc.                                                               | W&T Offshore, Inc.                                                                                                            | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |     280000 | PA      | $290616.16     | 0.00%             | 2029-02-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     525000 | PA      | $415871.95     | 0.00%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     715000 | PA      | $705282.98     | 0.00%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     995000 | PA      | $958889.91     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     720000 | PA      | $679166.48     | 0.00%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1028484.16    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1136029.50    | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     665000 | PA      | $649852.76     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     670000 | PA      | $600373.46     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     227000 | PA      | $189271.20     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     485000 | PA      | $425117.15     | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     520000 | PA      | $523302.27     | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     325000 | PA      | $324094.91     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                                 | WSP Global, Inc.                                                                                                              | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    1225000 | PA      | $1218815.97    | 0.00%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                                 | WSP Global, Inc.                                                                                                              | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    1225000 | PA      | $1216615.86    | 0.00%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     560000 | PA      | $537230.74     | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     518000 | PA      | $458421.14     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     210000 | PA      | $198509.77     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     495000 | PA      | $499896.37     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     880000 | PA      | $885214.40     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     480000 | PA      | $476060.90     | 0.00%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     838000 | PA      | $844802.95     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     550000 | PA      | $543671.74     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     562000 | PA      | $539007.41     | 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        |     584000 | PA      | $512789.43     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                      | WK Kellogg Foundation Trust                                                                                                   | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |     135000 | PA      | $78807.43      | 0.00%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1001132.29    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     440000 | PA      | $444585.99     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     730000 | PA      | $724467.29     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499119.26     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC                                                                     | WPP 2025 LLC                                                                                                                  | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |     230000 | PA      | $225689.22     | 0.00%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                                | WBI Operating LLC                                                                                                             | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     535000 | PA      | $542655.32     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                                | WBI Operating LLC                                                                                                             | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     640000 | PA      | $646832.93     | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                            | Wabash National Corp.                                                                                                         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     405000 | PA      | $359645.15     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WF Card Issuance Trust, Series 2025-A1, Class A                                                                               | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3009847.34    | 0.01%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     955000 | PA      | $988698.97     | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1440445.05    | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                                   | Wachovia Corp.                                                                                                                | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1072000 | PA      | $1082960.84    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WakeMed, Series A                                                                                                             | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     149000 | PA      | $98517.66      | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     750000 | PA      | $839658.78     | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1674579.34    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81447.77      | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     865000 | PA      | $988494.38     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     935000 | PA      | $1040297.50    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     700000 | PA      | $738544.79     | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     305000 | PA      | $306446.90     | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     560000 | PA      | $588470.82     | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     755000 | PA      | $640503.59     | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     450000 | PA      | $399026.92     | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     695000 | PA      | $536607.77     | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     830000 | PA      | $765474.02     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1262783.30    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1575868.99    | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     980000 | PA      | $957951.05     | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     860000 | PA      | $573768.19     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     602000 | PA      | $569385.52     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1232049.86    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1613807.94    | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     925000 | PA      | $662109.18     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1413000 | PA      | $871933.48     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1433067.06    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1193195.12    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $953979.01     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1008848.09    | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     450000 | PA      | $448357.85     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1542182.21    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1300479.79    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     455000 | PA      | $456048.08     | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     860000 | PA      | $867394.58     | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1189993.90    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FS7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249633.49     | 0.00%             | 2029-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FT5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     875000 | PA      | $871394.46     | 0.00%             | 2031-04-30      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FU2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     875000 | PA      | $871011.73     | 0.00%             | 2033-04-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FV0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     875000 | PA      | $869263.32     | 0.00%             | 2036-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                            | Walker & Dunlop, Inc.                                                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $124246.61     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc.                                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1316061.84    | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Warrior Met Coal, Inc.                                                           | Warrior Met Coal, Inc.                                                                                                        | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |     166000 | PA      | $167886.88     | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Washington Gas Light Co.                                                         | Washington Gas Light Co., Series K                                                                                            | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     427000 | PA      | $321156.66     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                                                         | Washington Gas Light Co.                                                                                                      | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     868000 | PA      | $618221.61     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Washington University (The)                                                      | Washington University (The), Series 2022                                                                                      | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     360000 | PA      | $256900.54     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Washington University (The)                                                      | Washington University (The)                                                                                                   | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     124000 | PA      | $92132.04      | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $519794.32     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    1162000 | PA      | $1139716.87    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     457000 | PA      | $430078.19     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     625000 | PA      | $410303.33     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $667100.86     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     895000 | PA      | $564502.55     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     595000 | PA      | $549271.09     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     740000 | PA      | $713310.08     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     680000 | PA      | $683185.63     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     620000 | PA      | $630591.44     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $367016.76     | 0.00%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     505000 | PA      | $417515.74     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     967000 | PA      | $953056.92     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     479000 | PA      | $386312.11     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     454000 | PA      | $269759.08     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     703000 | PA      | $665039.82     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1152457.32    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     583000 | PA      | $544080.68     | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     820000 | PA      | $611145.73     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     930000 | PA      | $911528.82     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1078807.76    | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     620000 | PA      | $619294.05     | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     750000 | PA      | $761530.83     | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1387332.30    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403639.62     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     420000 | PA      | $428752.21     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     560000 | PA      | $554145.06     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1187941.94    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     835000 | PA      | $841826.63     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     845000 | PA      | $854501.71     | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1565541.98    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1127905.33    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                              | Waste Pro USA, Inc.                                                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     810000 | PA      | $825104.08     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                                   | Watco Cos. LLC                                                                                                                | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1012411.58    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     815000 | PA      | $834731.72     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622728.91     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     625000 | PA      | $631866.17     | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     970000 | PA      | $1005828.64    | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                          | Webster Financial Corp.                                                                                                       | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     343000 | PA      | $335396.39     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |     440000 | PA      | $430257.61     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                             | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $444591.00     | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weibo Corp.                                                                      | Weibo Corp.                                                                                                                   | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     935000 | PA      | $877668.64     | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     518000 | PA      | $542496.34     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     220000 | PA      | $227682.27     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     430000 | PA      | $461255.06     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     875000 | PA      | $769179.06     | 0.00%             | 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        |    1005000 | PA      | $878794.33     | 0.00%             | 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        |     510000 | PA      | $465745.68     | 0.00%             | 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        |     765000 | PA      | $658458.55     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     735000 | PA      | $752194.63     | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     513000 | PA      | $525991.22     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2476902.05    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series B                                                                                                   | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     386000 | PA      | $426111.97     | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2047000 | PA      | $1916844.13    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2024000 | PA      | $1704289.16    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2397000 | PA      | $1883384.13    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2529000 | PA      | $2525618.34    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1873890.99    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2272000 | PA      | $1823292.43    | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1763754.14    | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     670000 | PA      | $696069.96     | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3088569.05    | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3238263.91    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3459951.48    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3512000 | PA      | $3258133.46    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2256717.60    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5240844.27    | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $2964155.34    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3340693.18    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4446430.95    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3056338.59    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2961956.43    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $4422243.89    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3914575.46    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4236810.83    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4277701.12    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2783600.78    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3538062.24    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3539155.31    | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3464707.20    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3252397.53    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2843730.37    | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1554558.23    | 0.00%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3010992.43    | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $4142203.55    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4384127.81    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2760896.36    | 0.01%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2651482.66    | 0.01%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2383560.68    | 0.01%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4016930.09    | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2970789.11    | 0.01%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class C                                                               | CUSIP: 95001ABJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $234667.92     | 0.00%             | 2050-11-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class A4                                                              | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1183121.81    | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class AS                                                              | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $983863.25     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4                                                              | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1330921.47    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class A4                                                              | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997778.78     | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class AS                                                              | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1966558.64    | 0.01%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A5                                                              | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     520000 | PA      | $480082.69     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4                                                              | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2120000 | PA      | $1895383.30    | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class A5                                                              | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3470000 | PA      | $3134229.01    | 0.01%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A4                                                              | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     920000 | PA      | $819739.23     | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class A4                                                              | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4231000 | PA      | $3789016.07    | 0.01%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class C                                                               | CUSIP: 95003QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $411660.18     | 0.00%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C3, Class C                                                               | CUSIP: 95004JAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $504846.70     | 0.00%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C5, Class A3                                                              | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $206184.81     | 0.00%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class B                                                               | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $255677.64     | 0.00%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-C65, Class AS                                                              | CUSIP: 95004WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $254062.57     | 0.00%             | 2058-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1088467.27    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     580000 | PA      | $524929.31     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     685000 | PA      | $680503.61     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     955000 | PA      | $909783.90     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     825000 | PA      | $759510.00     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     647000 | PA      | $593753.85     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     710000 | PA      | $667904.81     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     680000 | PA      | $613222.63     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     599000 | PA      | $570445.31     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     750000 | PA      | $750059.80     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1046919.89    | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1533739.27    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     865000 | PA      | $883146.22     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     895000 | PA      | $926535.93     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     405000 | PA      | $417892.74     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     640000 | PA      | $640148.22     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     825000 | PA      | $822937.50     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC                                                        | West Technology Group LLC                                                                                                     | CUSIP: 956187AA6<br>LEI: 5493005Z5DB0O5S30R71 | Long             | DBT              | CORP              | US        |     448000 | PA      | $5053.58       | 0.00%             | 2027-04-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | West Virginia United Health System Obligated Group, Series 2020                                                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $104057.39     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     248000 | PA      | $206289.50     | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     474000 | PA      | $388810.82     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     378000 | PA      | $306295.76     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     505000 | PA      | $500831.70     | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     860000 | PA      | $576889.87     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Western & Southern Financial Group, Inc.                                         | Western & Southern Financial Group, Inc.                                                                                      | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |     660000 | PA      | $683929.39     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co. (The)                                      | Western & Southern Life Insurance Co. (The)                                                                                   | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     585000 | PA      | $513913.81     | 0.00%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co. (The)                                      | Western & Southern Life Insurance Co. (The)                                                                                   | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     622000 | PA      | $408928.00     | 0.00%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     605000 | PA      | $542213.40     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     590000 | PA      | $589413.59     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     525000 | PA      | $446127.42     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     335000 | PA      | $336048.29     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     485000 | PA      | $420882.43     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $886018.39     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1082345.69    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     740000 | PA      | $775562.35     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     650000 | PA      | $676385.13     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     945000 | PA      | $939978.20     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     595000 | PA      | $591106.36     | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207619.53     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     600000 | PA      | $603336.68     | 0.00%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     645000 | PA      | $644001.63     | 0.00%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     375000 | PA      | $364986.92     | 0.00%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     575000 | PA      | $569020.90     | 0.00%             | 2029-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     760000 | PA      | $786820.61     | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     505000 | PA      | $456208.47     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     310000 | PA      | $308158.54     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     810000 | PA      | $812624.38     | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     630000 | PA      | $648591.60     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     540000 | PA      | $546324.32     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     585000 | PA      | $597962.59     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     898000 | PA      | $771332.57     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     515000 | PA      | $396156.26     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     535000 | PA      | $509394.05     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     470000 | PA      | $320390.09     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     680000 | PA      | $413416.51     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     435000 | PA      | $257120.33     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     535000 | PA      | $534803.84     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     465000 | PA      | $458049.73     | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     820000 | PA      | $810518.94     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1185000 | PA      | $1157513.86    | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1085000 | PA      | $972138.73     | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     962000 | PA      | $908162.25     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1685000 | PA      | $1518425.11    | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1459000 | PA      | $1079028.44    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1520000 | PA      | $1364379.96    | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1480000 | PA      | $1399957.13    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1450000 | PA      | $1297630.27    | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     920000 | PA      | $676712.90     | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     330000 | PA      | $329817.69     | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     860000 | PA      | $873048.57     | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1375000 | PA      | $1402384.74    | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1060000 | PA      | $1094206.89    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     665000 | PA      | $726971.45     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     780000 | PA      | $798399.78     | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1100000 | PA      | $1115454.76    | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     695000 | PA      | $695501.68     | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    1375000 | PA      | $1388100.90    | 0.00%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     710000 | PA      | $724279.31     | 0.00%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     610000 | PA      | $617805.21     | 0.00%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     660000 | PA      | $655144.65     | 0.00%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FCB1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     400000 | PA      | $393909.84     | 0.00%             | 2030-09-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     580000 | PA      | $575922.39     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                              | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     577000 | PA      | $645712.25     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                              | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     490000 | PA      | $553848.21     | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                        | WEX, Inc.                                                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     560000 | PA      | $557468.96     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     362000 | PA      | $373825.49     | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     741000 | PA      | $828245.61     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     863000 | PA      | $846728.17     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     918000 | PA      | $894317.59     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     360000 | PA      | $324382.83     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     595000 | PA      | $438927.56     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     515000 | PA      | $345653.99     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1007217.75    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     520000 | PA      | $349861.48     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $403848.40     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     410000 | PA      | $360289.58     | 0.00%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     380000 | PA      | $342414.44     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     315000 | PA      | $283507.57     | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     465000 | PA      | $455469.60     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     395000 | PA      | $378268.56     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     220000 | PA      | $165138.81     | 0.00%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     530000 | PA      | $542034.22     | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     535000 | PA      | $548860.21     | 0.00%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     905000 | PA      | $923387.96     | 0.00%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC                                                                                                 | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     360000 | PA      | $363988.72     | 0.00%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                               | Wildfire Intermediate Holdings LLC                                                                                            | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     615000 | PA      | $633239.71     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | William Marsh Rice University                                                                                                 | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     335000 | PA      | $261157.98     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | William Marsh Rice University                                                                                                 | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     295000 | PA      | $220610.18     | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                         | William Carter Co. (The)                                                                                                      | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     550000 | PA      | $565739.58     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The), Series A                                                                                           | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     379000 | PA      | $423145.15     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     380000 | PA      | $452306.06     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     660000 | PA      | $645367.81     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1291618.16    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1293474.81    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     925000 | PA      | $914668.15     | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     775000 | PA      | $699922.31     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1231525.30    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1039000 | PA      | $1058670.37    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     485000 | PA      | $489704.26     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     740000 | PA      | $712745.32     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     680000 | PA      | $695812.91     | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     455000 | PA      | $450165.21     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     625000 | PA      | $624160.67     | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     915000 | PA      | $916110.92     | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1254565.00    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980339.92     | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $968240.93     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1281000 | PA      | $1272323.98    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     833000 | PA      | $714220.36     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     340000 | PA      | $353798.52     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     550000 | PA      | $564426.76     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205909.83     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1331000 | PA      | $1408109.18    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     439000 | PA      | $429394.20     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     564000 | PA      | $529257.37     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     373000 | PA      | $327547.70     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523895.97     | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | Williamsburg Economic Development Authority, Series 2025                                                                      | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     145000 | PA      | $145322.82     | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     814000 | PA      | $812967.37     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     555000 | PA      | $483920.25     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1042397.43    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     678000 | PA      | $492745.25     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     805000 | PA      | $806843.68     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     795000 | PA      | $804845.21     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     750000 | PA      | $732342.27     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     810000 | PA      | $800242.87     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     420000 | PA      | $410723.99     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | Willis-Knighton Medical Center, Series 2018                                                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     389000 | PA      | $335555.19     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | Willis-Knighton Medical Center, Series 2021                                                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     352000 | PA      | $221972.43     | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                                    | Wilsonart LLC                                                                                                                 | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     535000 | PA      | $413535.20     | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Wilton RE Ltd.                                                                   | Wilton RE Ltd.                                                                                                                | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $384907.75     | 0.00%             | 2030-10-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                         | Windsor Holdings III LLC                                                                                                      | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     835000 | PA      | $873144.88     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                                                                       | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2343431.39    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                               | Uniti Services LLC                                                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1317007.35    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                                                         | Wintrust Financial Corp.                                                                                                      | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |     365000 | PA      | $359373.16     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $421201.95     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     395000 | PA      | $417539.05     | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     397000 | PA      | $323430.79     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     310000 | PA      | $294297.33     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348449.91     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     740000 | PA      | $753072.38     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395029.37     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     380000 | PA      | $339336.08     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     465000 | PA      | $458645.34     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     230000 | PA      | $227932.91     | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     470000 | PA      | $458521.91     | 0.00%             | 2056-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     225000 | PA      | $243359.28     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     510000 | PA      | $500878.36     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     307000 | PA      | $294229.88     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     530000 | PA      | $374985.62     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     595000 | PA      | $518237.74     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     715000 | PA      | $682085.90     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     445000 | PA      | $445861.90     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     355000 | PA      | $361893.21     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     550000 | PA      | $532232.89     | 0.00%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     546000 | PA      | $424846.74     | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     585000 | PA      | $512850.64     | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     540000 | PA      | $364527.62     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     630000 | PA      | $382511.61     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     370000 | PA      | $371470.65     | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     330000 | PA      | $326663.20     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series 2017C                                                                                              | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     250000 | PA      | $248084.18     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                       | Wolverine World Wide, Inc.                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     590000 | PA      | $551308.25     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1135000 | PA      | $1118395.66    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1388000 | PA      | $1382524.67    | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1075000 | PA      | $1059509.89    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1125000 | PA      | $1049955.14    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     290000 | PA      | $296018.82     | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1075000 | PA      | $1118682.90    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAM4<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $605758.39     | 0.00%             | 2028-01-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAP7<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $403735.03     | 0.00%             | 2029-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105HAG5<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $606923.68     | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     895000 | PA      | $888753.84     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     955000 | PA      | $931029.13     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     990000 | PA      | $921729.36     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                 | World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3                                                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $401286.49     | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2025-A, Class A4                                                                    | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $505654.34     | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2026-A, Class A3                                                                    | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2178350.47    | 0.01%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2025-C, Class A3                                                                    | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $698004.52     | 0.00%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                 | WULF Compute LLC                                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2553375 | PA      | $2682681.14    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     851000 | PA      | $939254.00     | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $1122703.72    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    1656000 | PA      | $1762868.29    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     465000 | PA      | $465722.48     | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     415000 | PA      | $400024.87     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                   | Wyndham Hotels & Resorts, Inc.                                                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491780.23     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                   | Wyndham Hotels & Resorts, Inc.                                                                                                | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     620000 | PA      | $613876.96     | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                                               | Wynn Las Vegas LLC                                                                                                            | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $895360.87     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     762000 | PA      | $757001.15     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     995000 | PA      | $1054169.01    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $853955.79     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     830000 | PA      | $827112.63     | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     990000 | PA      | $967002.77     | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1355000 | PA      | $1345959.09    | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1001752.13    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                            | Wynnton Funding Trust                                                                                                         | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1084738.29    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     550000 | PA      | $539849.64     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     420000 | PA      | $430123.44     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     755000 | PA      | $787989.35     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1105245.52    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     522000 | PA      | $540429.63     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     730000 | PA      | $764968.33     | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     620000 | PA      | $662120.09     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     630000 | PA      | $675226.92     | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     635000 | PA      | $558654.97     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     660000 | PA      | $649507.11     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     265000 | PA      | $285574.26     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     770000 | PA      | $764253.17     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     715000 | PA      | $668417.58     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     493000 | PA      | $343082.58     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     706000 | PA      | $673906.34     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     795000 | PA      | $811602.67     | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     930000 | PA      | $946925.64     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     375000 | PA      | $376925.38     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $611409.11     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     475000 | PA      | $469558.28     | 0.00%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Xilinx, Inc.                                                                     | Xilinx, Inc.                                                                                                                  | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1071970.62    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     361000 | PA      | $105095.93     | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     260000 | PA      | $70811.75      | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     210000 | PA      | $175437.21     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     480000 | PA      | $269316.40     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     625000 | PA      | $692141.06     | 0.00%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     428000 | PA      | $434528.96     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     355000 | PA      | $339145.41     | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     460000 | PA      | $378556.92     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     967000 | PA      | $873570.36     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     906000 | PA      | $871161.63     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd.                                                                    | XL Group Ltd.                                                                                                                 | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     403000 | PA      | $370164.37     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     785000 | PA      | $376598.36     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     435000 | PA      | $164168.47     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp.                                             | Yale-New Haven Health Services Corp., Series 2020                                                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     329000 | PA      | $192222.32     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                                                                  | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     473000 | PA      | $426365.25     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     498000 | PA      | $291676.48     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2025                                                                                                  | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86197.64      | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Yamana Gold, Inc.                                                                | Yamana Gold, Inc.                                                                                                             | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     535000 | PA      | $475303.22     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    1035000 | PA      | $1037152.24    | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     815000 | PA      | $760865.67     | 0.00%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     235000 | PA      | $258720.19     | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     307000 | PA      | $291697.72     | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     885000 | PA      | $875982.59     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $988213.42     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     920000 | PA      | $885457.92     | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     975000 | PA      | $975403.98     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     630000 | PA      | $644270.82     | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     485000 | PA      | $485420.88     | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     800000 | PA      | $792464.59     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     695000 | PA      | $679612.41     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1410216.70    | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                         | Zebra Technologies Corp.                                                                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     530000 | PA      | $540301.58     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     890000 | PA      | $932900.39     | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                | Ziggo Bond Co. BV                                                                                                             | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     480000 | PA      | $421054.19     | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    1035000 | PA      | $972428.39     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     290000 | PA      | $292215.65     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     575000 | PA      | $493261.71     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $925221.16     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     735000 | PA      | $750514.63     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     570000 | PA      | $570727.06     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     570000 | PA      | $578126.94     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     455000 | PA      | $463563.84     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     560000 | PA      | $521484.77     | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     450000 | PA      | $469551.93     | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249594.96     | 0.00%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248630.75     | 0.00%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1040769.56    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     723000 | PA      | $710857.78     | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     660000 | PA      | $514439.48     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     606000 | PA      | $599416.95     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     445000 | PA      | $369545.09     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1252417.45    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     725000 | PA      | $464550.01     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     805000 | PA      | $840962.93     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     575000 | PA      | $572038.97     | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1069844.94    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                               | ZipRecruiter, Inc.                                                                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     589000 | PA      | $385987.19     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                        | ZoomInfo Technologies LLC                                                                                                     | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     715000 | PA      | $580609.10     | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eldorado Intl. Finance GmbH                                                      | Eldorado Intl. Finance GmbH                                                                                                   | CUSIP: N/A<br>LEI: 2549002HQE45WFK9EY03       | Long             | DBT              | CORP              | AT        |     400000 | PA      | $409169.67     | 0.00%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |     600000 | PA      | $606597.05     | 0.00%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |     850000 | PA      | $868561.27     | 0.00%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |     600000 | PA      | $542578.53     | 0.00%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                                                                | CUSIP: N/A<br>LEI: 529900EHUSQJVOTP9J45       | Long             | DBT              | CORP              | AT        |     600000 | PA      | $624563.45     | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |    1200000 | PA      | $1306014.90    | 0.00%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Republic of Iraq                                                                 | Republic of Iraq                                                                                                              | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |     641000 | PA      | $626793.07     | 0.00%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     500000 | PA      | $434416.03     | 0.00%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1032000 | PA      | $261396.89     | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman V Ltd.                                             | China Overseas Finance Cayman V Ltd., Series B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     200000 | PA      | $186606.51     | 0.00%             | 2042-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $790144.32     | 0.00%             | 2027-10-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $187855.50     | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 2                                             | Saudi Electricity Global Sukuk Co. 2                                                                                          | CUSIP: N/A<br>LEI: 549300NU3VI6NLNU1575       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1117911.44    | 0.00%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     400000 | PA      | $375711.00     | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |    1000000 | PA      | $948230.79     | 0.00%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $608626.88     | 0.00%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $195210.11     | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings III Ltd.                                 | China Great Wall International Holdings III Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900Z04YK19SP3M967       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $594548.61     | 0.00%             | 2027-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $399013.96     | 0.00%             | 2028-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2600000 | PA      | $2369786.76    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| QazaqGaz NC JSC                                                                  | QazaqGaz NC JSC                                                                                                               | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |     800000 | PA      | $798255.46     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                                    | ABJA Investment Co. Pte. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $1009314.60    | 0.00%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CDBL Funding 1                                                                   | CDBL Funding 1                                                                                                                | CUSIP: N/A<br>LEI: 254900PLOF8VWTAH3F83       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $591476.78     | 0.00%             | 2027-10-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |    2200000 | PA      | $1946685.72    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    1000000 | PA      | $985457.56     | 0.00%             | 2027-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1000000 | PA      | $954921.03     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930047DU4WCPOIO219       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $198721.34     | 0.00%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1095000 | PA      | $277766.79     | 0.00%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $395143.42     | 0.00%             | 2027-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $400356.62     | 0.00%             | 2028-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                        | Argentum Netherlands BV for Swiss Re Ltd.                                                                                     | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    1220000 | PA      | $1226277.32    | 0.00%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1600000 | PA      | $1614331.13    | 0.00%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     600000 | PA      | $620217.41     | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    6500000 | PA      | $5354579.23    | 0.01%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd.                                                              | OmGrid Funding Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300L1HIVZ83RMAP18       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $401183.57     | 0.00%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rongshi International Finance Ltd.                                               | Rongshi International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493002NOQBAWLD8YZ55       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $794129.08     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vanke Real Estate Hong Kong Co. Ltd.                                             | Vanke Real Estate Hong Kong Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 25490078APAXS5NZGF08       | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $397376.15     | 0.00%             | 2027-11-09      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    4200000 | PA      | $4164133.84    | 0.01%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                  | La Mondiale SAM                                                                                                               | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $198344.00     | 0.00%             | 2048-01-18      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $180218.54     | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                                                                  | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     260000 | PA      | $307379.09     | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    1000000 | PA      | $965830.59     | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2050000 | PA      | $2187662.09    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group plc                                                               | Aberdeen Group plc                                                                                                            | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $539779.92     | 0.00%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    3000000 | PA      | $2420601.07    | 0.01%             | 2047-10-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    3800000 | PA      | $3739424.73    | 0.01%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oztel Holdings SPC Ltd.                                                          | Oztel Holdings SPC Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300RABIG0RH4JYT64       | Long             | DBT              | CORP              | AE        |     650000 | PA      | $669851.56     | 0.00%             | 2028-04-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1200000 | PA      | $1204925.62    | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| CGNPC International Ltd.                                                         | CGNPC International Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3003007JIKH4XTQVZT05       | Long             | DBT              | CORP              | HK        |     200000 | PA      | $198229.79     | 0.00%             | 2027-12-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     845000 | PA      | $219276.54     | 0.00%             | 2037-03-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $598486.61     | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $111762.52     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                           | Republic of Azerbaijan                                                                                                        | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |     950000 | PA      | $892947.03     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |     400000 | PA      | $401140.81     | 0.00%             | 2027-11-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                   | Eskom Holdings                                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     400000 | PA      | $421314.94     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $202087.21     | 0.00%             | 2028-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                   | Eskom Holdings                                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    1040000 | PA      | $1055827.38    | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     800000 | PA      | $720874.16     | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    1000000 | PA      | $537139.25     | 0.00%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1412287.76    | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1366470.80    | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     800000 | PA      | $695613.81     | 0.00%             | 2047-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $592461.13     | 0.00%             | 2027-11-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $1033695.69    | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $976501.54     | 0.00%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd.                                                                   | ICL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | DBT              | CORP              | IL        |     753000 | PA      | $775560.25     | 0.00%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                           | Republic of Azerbaijan                                                                                                        | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |     350000 | PA      | $355627.46     | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1200000 | PA      | $1228914.11    | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| RH International Singapore Corp. Pte. Ltd.                                       | RH International Singapore Corp. Pte. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 213800DFBAY9ELFJAI17       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198044.00     | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1400000 | PA      | $1111289.16    | 0.00%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                                      | Longfor Group Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $554956.17     | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $401157.85     | 0.00%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $197364.57     | 0.00%             | 2027-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     800000 | PA      | $796991.98     | 0.00%             | 2028-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $375232.76     | 0.00%             | 2048-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                            | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $989026.84     | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 335800F2JHSOGXQEBY56       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $395234.59     | 0.00%             | 2027-12-13      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1200000 | PA      | $1203228.01    | 0.00%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $772694.22     | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $990778.54     | 0.00%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                                        | NTPC Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $399058.15     | 0.00%             | 2028-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TNB Global Ventures Capital Bhd.                                                 | TNB Global Ventures Capital Bhd.                                                                                              | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |     800000 | PA      | $807232.72     | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    1600000 | PA      | $1604250.62    | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $394388.62     | 0.00%             | 2027-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     400000 | PA      | $435737.90     | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                               | CFAMC III Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    1400000 | PA      | $1389409.97    | 0.00%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1200000 | PA      | $1221348.56    | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1100000 | PA      | $1110910.69    | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     200000 | PA      | $201087.32     | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $799127.69     | 0.00%             | 2028-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $397849.35     | 0.00%             | 2028-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3550000 | PA      | $3104516.60    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Swire Properties MTN Financing Ltd.                                              | Swire Properties MTN Financing Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300MYFUCWFUIC4803       | Long             | DBT              | CORP              | HK        |     200000 | PA      | $196917.68     | 0.00%             | 2028-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2900000 | PA      | $2882931.27    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charming Light Investments Ltd.                                                  | Charming Light Investments Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BMY30PLHVJID29       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $798755.12     | 0.00%             | 2027-12-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wharf REIC Finance BVI Ltd.                                                      | Wharf REIC Finance BVI Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900N6PHCMYYNUWV59       | Long             | DBT              | CORP              | VG        |     250000 | PA      | $245692.78     | 0.00%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2000000 | PA      | $2028756.27    | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2200000 | PA      | $2396558.43    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    1200000 | PA      | $1179535.96    | 0.00%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |    2150000 | PA      | $2178158.58    | 0.01%             | 2028-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Credit Solutions Pte. Ltd.                                      | Clifford Capital Credit Solutions Pte. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |     200000 | PA      | $196886.55     | 0.00%             | 2028-03-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2000000 | PA      | $1982575.60    | 0.01%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CMHI Finance BVI Co. Ltd.                                                        | CMHI Finance BVI Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KTVUL1BXLNPZ11       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $809972.15     | 0.00%             | 2028-08-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $595522.56     | 0.00%             | 2028-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vigorous Champion International Ltd.                                             | Vigorous Champion International Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $396056.41     | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $1205415.07    | 0.00%             | 2028-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    5800000 | PA      | $5514841.85    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    2850000 | PA      | $2859042.08    | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman III Ltd.                                           | China Overseas Finance Cayman III Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003008OZB358QMM8W92       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $623091.18     | 0.00%             | 2043-10-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $804349.28     | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |    1400000 | PA      | $1277651.88    | 0.00%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VII Ltd.                                           | China Overseas Finance Cayman VII Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003003EQA2BE4U94Y86       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $601370.84     | 0.00%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                        | Bapco Energies BSC Closed                                                                                                     | CUSIP: N/A<br>LEI: 549300OBH16L6TS6IW50       | Long             | DBT              | NUSS              | BH        |     600000 | PA      | $614895.60     | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1600000 | PA      | $1558251.62    | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Competition Team Technologies Ltd.                                               | Competition Team Technologies Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900B6P01H4XAT6880       | Long             | DBT              | CORP              | BS        |     200000 | PA      | $198444.87     | 0.00%             | 2029-03-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| China Southern Power Grid International Finance BVI 2018 Co. Ltd.                | China Southern Power Grid International Finance BVI 2018 Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300HJ3WN6EBE05751       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $799502.20     | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                                            | Beazley Insurance DAC                                                                                                         | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $403875.79     | 0.00%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 4                                             | Saudi Electricity Global Sukuk Co. 4                                                                                          | CUSIP: N/A<br>LEI: 549300KSEZC1HOYC2778       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1201754.16    | 0.00%             | 2028-09-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| M&G plc                                                                          | M&G plc                                                                                                                       | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |     450000 | PA      | $459593.32     | 0.00%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2003000 | PA      | $2045870.83    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1600000 | PA      | $1480468.61    | 0.00%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                                                        | China Resources Land Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197007.64     | 0.00%             | 2029-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     800000 | PA      | $897944.37     | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     800000 | PA      | $867040.17     | 0.00%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II BV                                                              | SABIC Capital II BV                                                                                                           | CUSIP: N/A<br>LEI: 2138005PCUTH59D4RJ83       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $991752.62     | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    6200000 | PA      | $5653599.53    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300OGSFI8KL1WUU09       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $393025.24     | 0.00%             | 2029-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $196166.65     | 0.00%             | 2029-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3800000 | PA      | $3771335.22    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3650000 | PA      | $3317789.78    | 0.01%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Telecom Co.                                                                | Saudi Telecom Co.                                                                                                             | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | DBT              | CORP              | SA        |    1200000 | PA      | $1173317.12    | 0.00%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2000000 | PA      | $2078319.88    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1250000 | PA      | $1177930.36    | 0.00%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1600000 | PA      | $1154276.72    | 0.00%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $200883.27     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                        | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |    1000000 | PA      | $818048.03     | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CMT MTN Pte. Ltd.                                                                | CMT MTN Pte. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300OIICCYS9131T35       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $196160.38     | 0.00%             | 2029-04-04      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development Co. Ltd.                                     | Shanghai Port Group BVI Development Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 30030018E34GXWP2RS97       | Long             | DBT              | CORP              | VG        |     300000 | PA      | $291403.92     | 0.00%             | 2029-06-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $596788.43     | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oil India Ltd.                                                                   | Oil India Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | DBT              | NUSS              | IN        |     600000 | PA      | $604603.72     | 0.00%             | 2029-02-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                                             | Gold Fields Orogen Holdings BVI Ltd.                                                                                          | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $413535.62     | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Siam Commercial Bank PCL                                                         | Siam Commercial Bank PCL                                                                                                      | CUSIP: N/A<br>LEI: 54930068OELHUBHH1U03       | Long             | DBT              | CORP              | TH        |     400000 | PA      | $397248.22     | 0.00%             | 2029-02-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $199782.50     | 0.00%             | 2029-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |     400000 | PA      | $391345.01     | 0.00%             | 2029-02-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     200000 | PA      | $198847.53     | 0.00%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $782281.73     | 0.00%             | 2033-04-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $564469.96     | 0.00%             | 2030-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $176379.10     | 0.00%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2700000 | PA      | $2153042.77    | 0.01%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $951522.70     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $321363.87     | 0.00%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $567350.83     | 0.00%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $957411.20     | 0.00%             | 2029-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Grid Europe Development 2014 plc                                           | State Grid Europe Development 2014 plc                                                                                        | CUSIP: N/A<br>LEI: 529900B2DHSUP1S0V619       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $694119.21     | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $213614.96     | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $603557.02     | 0.00%             | 2029-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    1200000 | PA      | $1123465.33    | 0.00%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VIII Ltd.                                          | China Overseas Finance Cayman VIII Ltd.                                                                                       | CUSIP: N/A<br>LEI: 300300JLMTEWBKJNL662       | Long             | DBT              | CORP              | KY        |     250000 | PA      | $241256.10     | 0.00%             | 2029-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1000000 | PA      | $980461.55     | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     600000 | PA      | $516580.95     | 0.00%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |     600000 | PA      | $605817.11     | 0.00%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    3800000 | PA      | $3756453.92    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $382918.71     | 0.00%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $612869.78     | 0.00%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2600000 | PA      | $2292928.36    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    3200000 | PA      | $3094548.92    | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IFC Development Corporate Treasury Ltd.                                          | IFC Development Corporate Treasury Ltd.                                                                                       | CUSIP: N/A<br>LEI: 254900BKHKLJRAT5BD90       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $388413.24     | 0.00%             | 2029-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development Co. Ltd.                                     | Shanghai Port Group BVI Development Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 30030018E34GXWP2RS97       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $190697.06     | 0.00%             | 2029-09-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $947599.69     | 0.00%             | 2030-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                                  | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $528541.57     | 0.00%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $388270.31     | 0.00%             | 2029-09-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $591510.90     | 0.00%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $579815.17     | 0.00%             | 2029-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $787609.41     | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                          | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |     467024 | PA      | $359194.28     | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Franshion Brilliant Ltd.                                                         | Franshion Brilliant Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300E3ZP4GOU3D4G57       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $556578.67     | 0.00%             | 2029-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wharf REIC Finance BVI Ltd.                                                      | Wharf REIC Finance BVI Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900N6PHCMYYNUWV59       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $560961.49     | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |     600000 | PA      | $594213.25     | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFAMC IV Co. Ltd.                                                                | CFAMC IV Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |     700000 | PA      | $695114.44     | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                              | Republic of Armenia                                                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     400000 | PA      | $383212.51     | 0.00%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |     800000 | PA      | $753811.99     | 0.00%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment Ltd.                                                       | SF Holding Investment Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 3003007DY4RTZM59GQ78       | Long             | DBT              | CORP              | VG        |     500000 | PA      | $472119.26     | 0.00%             | 2030-02-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     840000 | PA      | $825405.33     | 0.00%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $979190.63     | 0.00%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                                      | Longfor Group Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $491692.30     | 0.00%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $955657.22     | 0.00%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |     500000 | PA      | $472689.75     | 0.00%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |     800000 | PA      | $764238.41     | 0.00%             | 2029-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $944948.01     | 0.00%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    2000000 | PA      | $1898741.42    | 0.01%             | 2029-12-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $279768.75     | 0.00%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     800000 | PA      | $638367.15     | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     800000 | PA      | $735417.14     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $757702.78     | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $581695.34     | 0.00%             | 2029-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     600000 | PA      | $485889.36     | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     900000 | PA      | $777920.71     | 0.00%             | 2039-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                             | Georgian Railway JSC                                                                                                          | CUSIP: N/A<br>LEI: 2138005UZV4ZT2B2ZO19       | Long             | DBT              | CORP              | GE        |     600000 | PA      | $576066.16     | 0.00%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     650000 | PA      | $621820.91     | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     600000 | PA      | $591245.71     | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp. Ltd.                                                     | Oil & Natural Gas Corp. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $382269.12     | 0.00%             | 2029-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    3200000 | PA      | $3004102.77    | 0.01%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    3800000 | PA      | $2539305.76    | 0.01%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $409502.97     | 0.00%             | 2033-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    1900000 | PA      | $1796221.03    | 0.00%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $374015.69     | 0.00%             | 2029-09-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hysan MTN Ltd.                                                                   | Hysan MTN Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549006HEQ2V3JUMNQ45       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $562486.50     | 0.00%             | 2029-09-04      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $942020.98     | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1000000 | PA      | $911613.34     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     600000 | PA      | $542048.20     | 0.00%             | 2031-07-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Aldar Sukuk No. 2 Ltd.                                                           | Aldar Sukuk No. 2 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930010JDA2VE3MB531       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $385996.86     | 0.00%             | 2029-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 5 Ltd.                                                           | HKT Capital No. 5 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900PW2WQ2W5M9NA17       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $384768.46     | 0.00%             | 2029-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |     332500 | PA      | $301815.78     | 0.00%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSSC Capital 2015 Ltd.                                                           | CSSC Capital 2015 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300K934XNVEY4JJ41       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $565728.31     | 0.00%             | 2030-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |     700000 | PA      | $676941.41     | 0.00%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific Mtn Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $380196.26     | 0.00%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2600000 | PA      | $1791616.86    | 0.00%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1000000 | PA      | $896467.01     | 0.00%             | 2032-02-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arcelik A/S                                                                      | Arcelik A/S                                                                                                                   | CUSIP: N/A<br>LEI: 789000748KTQCUMJ0R25       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $417183.61     | 0.00%             | 2028-09-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    1056541 | PA      | $820554.93     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2928346 | PA      | $1788807.77    | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2539291 | PA      | $1499340.79    | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     643453 | PA      | $407348.30     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2107657 | PA      | $993288.16     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    1489076 | PA      | $755759.13     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    1261730 | PA      | $639087.01     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2774784 | PA      | $1667683.01    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $678374.33     | 0.00%             | 2051-06-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    1200000 | PA      | $1213926.61    | 0.00%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2400000 | PA      | $2443348.15    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $597368.49     | 0.00%             | 2030-06-10      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    1400000 | PA      | $1396357.04    | 0.00%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $765110.04     | 0.00%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1800000 | PA      | $1836513.19    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1200000 | PA      | $1144260.19    | 0.00%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |    1293000 | PA      | $1168627.47    | 0.00%             | 2030-08-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings V Ltd.                                   | China Great Wall International Holdings V Ltd.                                                                                | CUSIP: N/A<br>LEI: 254900N6H4J4MJJ8ZN67       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $727719.58     | 0.00%             | 2030-08-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd.                                                                 | Axiata SPV2 Bhd.                                                                                                              | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |     400000 | PA      | $361775.97     | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Axiata Spv5 Labuan Ltd.                                                          | Axiata Spv5 Labuan Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549002DHJ9LDV9BRC77       | Long             | DBT              | CORP              | MY        |     600000 | PA      | $415917.28     | 0.00%             | 2050-08-19      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |    1800000 | PA      | $1708806.55    | 0.00%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $445451.61     | 0.00%             | 2049-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equate Sukuk Spc Ltd.                                                            | Equate Sukuk Spc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 635400Z3EZF2GJPTDR68       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $800037.98     | 0.00%             | 2031-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                               | Kyrgyz Republic International Bond                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KG        |     800000 | PA      | $818427.99     | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     200000 | PA      | $186597.55     | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $301432.94     | 0.00%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    1400000 | PA      | $1428763.68    | 0.00%             | 2033-09-25      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    3000000 | PA      | $2933952.96    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Talent Yield International Ltd.                                                  | Talent Yield International Ltd.                                                                                               | CUSIP: N/A<br>LEI: 2549002XKO8XBAXUDO24       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $559169.39     | 0.00%             | 2031-05-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    5400000 | PA      | $4606480.82    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1552555.13    | 0.00%             | 2034-10-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1771306.85    | 0.00%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $904181.52     | 0.00%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $976866.47     | 0.00%             | 2031-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii A/S                                       | Anadolu Efes Biracilik ve Malt Sanayii A/S                                                                                    | CUSIP: N/A<br>LEI: 7890006LGARYVIPOJX03       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $559352.90     | 0.00%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1100000 | PA      | $1125175.85    | 0.00%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |     800000 | PA      | $741211.17     | 0.00%             | 2030-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    1900000 | PA      | $1715968.34    | 0.00%             | 2030-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     800000 | PA      | $674395.26     | 0.00%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $407303.28     | 0.00%             | 2029-05-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    1000000 | PA      | $634762.63     | 0.00%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                    | Tengizchevroil Finance Co. International Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |     700000 | PA      | $652584.35     | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                             | Saudi Electricity Global Sukuk Co. 3                                                                                          | CUSIP: N/A<br>LEI: 549300BJ6IA5S2UFVN71       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $968062.86     | 0.00%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $1791797.14    | 0.00%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2400000 | PA      | $1543718.15    | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $807347.60     | 0.00%             | 2029-02-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |    1600000 | PA      | $1664602.10    | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |    2400000 | PA      | $2555800.04    | 0.01%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |     650000 | PA      | $657748.27     | 0.00%             | 2028-11-21      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                              | Republic of Armenia                                                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     800000 | PA      | $732341.34     | 0.00%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COSL Singapore Capital Ltd.                                                      | COSL Singapore Capital Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300WB9ZSCZYXDFJ80       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $552480.88     | 0.00%             | 2030-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $607641.99     | 0.00%             | 2027-10-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    3000000 | PA      | $2861814.36    | 0.01%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    4300000 | PA      | $3266403.83    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1400000 | PA      | $1119111.85    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1400000 | PA      | $1330427.82    | 0.00%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VIII Ltd.                                          | China Overseas Finance Cayman VIII Ltd.                                                                                       | CUSIP: N/A<br>LEI: 300300JLMTEWBKJNL662       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $925468.50     | 0.00%             | 2030-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sinosing Services Pte. Ltd.                                                      | Sinosing Services Pte. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300UVDH5NQRVTJG47       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $375160.97     | 0.00%             | 2030-02-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    1037961 | PA      | $897990.59     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    8429186 | PA      | $7121710.52    | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   10661000 | PA      | $7753673.56    | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1200000 | PA      | $1115952.53    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $971428.74     | 0.00%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     800000 | PA      | $809556.40     | 0.00%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $1013394.14    | 0.00%             | 2029-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $537755.19     | 0.00%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pakistan Water & Power Development Authority                                     | Pakistan Water & Power Development Authority                                                                                  | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |     400000 | PA      | $376498.58     | 0.00%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    1697820 | PA      | $1401479.18    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     100000 | PA      | $96639.24      | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1000000 | PA      | $994966.79     | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $185158.97     | 0.00%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $550597.33     | 0.00%             | 2030-06-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                      | MEGlobal BV                                                                                                                   | CUSIP: N/A<br>LEI: 549300WBVLU2FILR7W19       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $758070.88     | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Contemporary Ruiding Development Ltd.                                            | Contemporary Ruiding Development Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300MSU00BINFBY870       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $371957.63     | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Guangzhou Metro Investment Finance BVI Ltd.                                      | Guangzhou Metro Investment Finance BVI Ltd.                                                                                   | CUSIP: N/A<br>LEI: 30030026WRIFBEGCB472       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $181201.46     | 0.00%             | 2030-09-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 5                                             | Saudi Electricity Global Sukuk Co. 5                                                                                          | CUSIP: N/A<br>LEI: 549300WDKWTRF2HVF283       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1089003.77    | 0.00%             | 2030-09-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $368258.27     | 0.00%             | 2030-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |    1880000 | PA      | $1827990.43    | 0.01%             | 2029-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $398895.82     | 0.00%             | 2027-04-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $1737086.40    | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     800000 | PA      | $779611.86     | 0.00%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2600000 | PA      | $2637640.97    | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Soar Wise Ltd.                                                                   | Soar Wise Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2138001423MK8G3BNM68       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1171608.86    | 0.00%             | 2030-03-28      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     800000 | PA      | $823748.37     | 0.00%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $407937.28     | 0.00%             | 2030-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $414326.44     | 0.00%             | 2035-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                                                 | Sobha Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $398127.32     | 0.00%             | 2028-07-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $908882.83     | 0.00%             | 2030-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     800000 | PA      | $800952.42     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $1100616.42    | 0.00%             | 2028-04-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    1187766 | PA      | $1063405.00    | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1000000 | PA      | $987768.67     | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $939304.14     | 0.00%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hysan MTN Ltd.                                                                   | Hysan MTN Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549006HEQ2V3JUMNQ45       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $392079.05     | 0.00%             | 2027-06-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland DAC                                                       | Zurich Finance Ireland DAC                                                                                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $899488.51     | 0.00%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of the Philippines                                              | Development Bank of the Philippines                                                                                           | CUSIP: N/A<br>LEI: 549300FQFLY6N6DXP164       | Long             | DBT              | NUSS              | PH        |     400000 | PA      | $361502.74     | 0.00%             | 2031-03-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |     200000 | PA      | $190251.65     | 0.00%             | 2032-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |    1510000 | PA      | $1512055.16    | 0.00%             | 2031-02-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $719178.55     | 0.00%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2800000 | PA      | $2895671.83    | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1151113.86    | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $740209.56     | 0.00%             | 2032-03-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1028901.66    | 0.00%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                        | Provincia de Buenos Aires                                                                                                     | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    5469810 | PA      | $4214105.92    | 0.01%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                        | Provincia de Buenos Aires                                                                                                     | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |     950000 | PA      | $657159.64     | 0.00%             | 2037-09-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $605138.16     | 0.00%             | 2027-04-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     400000 | PA      | $261637.05     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mauritius Commercial Bank Ltd. (The)                                             | Mauritius Commercial Bank Ltd. (The)                                                                                          | CUSIP: N/A<br>LEI: 13250000000000000204       | Long             | DBT              | CORP              | MU        |     400000 | PA      | $418092.05     | 0.00%             | 2028-04-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     600000 | PA      | $617448.91     | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3000000 | PA      | $2319454.63    | 0.01%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    1500000 | PA      | $1511447.66    | 0.00%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     600000 | PA      | $602348.67     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Ltd.                                                    | Sino-Ocean Group Holding Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $25083.27      | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $373008.06     | 0.00%             | 2030-08-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    1200000 | PA      | $1079042.27    | 0.00%             | 2030-10-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |     200000 | PA      | $201526.35     | 0.00%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $932987.75     | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $613135.19     | 0.00%             | 2028-03-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    1800000 | PA      | $1356448.21    | 0.00%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $408937.63     | 0.00%             | 2034-03-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | DBT              | CORP              | PH        |     600000 | PA      | $614798.55     | 0.00%             | 2029-03-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2800000 | PA      | $2373007.38    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                              | MEGlobal Canada ULC                                                                                                           | CUSIP: N/A<br>LEI: 635400MHHHT7LMKMQL03       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $611349.48     | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1600000 | PA      | $1504347.89    | 0.00%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2600000 | PA      | $1618706.50    | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    4600000 | PA      | $3008826.13    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    1200000 | PA      | $1196995.32    | 0.00%             | 2036-03-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | NUSS              | US        |     490000 | PA      | $473082.59     | 0.00%             | 2027-06-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Oryx Funding Ltd.                                                                | Oryx Funding Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300S728CF0BBRC295       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1026712.60    | 0.00%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Sovereign Sukuk SAOC                                                                                                     | CUSIP: N/A<br>LEI: 549300KM6RUZQLK8LU36       | Long             | DBT              | NUSS              | OM        |    2000000 | PA      | $2013349.95    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Foxconn Far East Ltd.                                                            | Foxconn Far East Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900NAQSPFDWVY8H73       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $549435.56     | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    1100000 | PA      | $963414.59     | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi A/S                                      | Mersin Uluslararasi Liman Isletmeciligi A/S                                                                                   | CUSIP: N/A<br>LEI: 635400DAFN6NT43HM530       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $618766.44     | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Adib Sukuk Co. II Ltd.                                                           | Adib Sukuk Co. II Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900P61RF2TVOBAD72       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $611839.51     | 0.00%             | 2028-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1000000 | PA      | $966392.41     | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     600000 | PA      | $555476.92     | 0.00%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $574283.93     | 0.00%             | 2030-04-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     690065 | PA      | $689327.00     | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    6127439 | PA      | $5667376.13    | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    2884698 | PA      | $2414540.12    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     831703 | PA      | $713422.27     | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1254357.88    | 0.00%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $2008750.31    | 0.01%             | 2029-01-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1801386.70    | 0.00%             | 2034-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $372164.81     | 0.00%             | 2031-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     800000 | PA      | $772069.47     | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Water Resources Corp.                                                      | Korea Water Resources Corp.                                                                                                   | CUSIP: N/A<br>LEI: 98840035IHSMZZ2TP220       | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $200152.18     | 0.00%             | 2027-05-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. Pjsc Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $399871.78     | 0.00%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. Pjsc Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |     600000 | PA      | $604434.51     | 0.00%             | 2035-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $407641.09     | 0.00%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1400000 | PA      | $992104.94     | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    1200000 | PA      | $1195952.97    | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1200000 | PA      | $1046179.12    | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PT Tower Bersama Infrastructure Tbk.                                             | PT Tower Bersama Infrastructure Tbk.                                                                                          | CUSIP: N/A<br>LEI: 213800ELUARKGNPAPY10       | Long             | DBT              | CORP              | ID        |     200000 | PA      | $195800.73     | 0.00%             | 2027-05-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $804033.51     | 0.00%             | 2029-01-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| UPL Corp. Ltd.                                                                   | UPL Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |     400000 | PA      | $366181.50     | 0.00%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $349590.00     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    1200000 | PA      | $766904.19     | 0.00%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IOI Investment L Bhd.                                                            | IOI Investment L Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 254900NBVUUO7810A642       | Long             | DBT              | CORP              | MY        |     200000 | PA      | $183444.42     | 0.00%             | 2031-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1600000 | PA      | $1592056.28    | 0.00%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                                                    | Pershing Square Holdings Ltd.                                                                                                 | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |    1000000 | PA      | $921087.10     | 0.00%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     800000 | PA      | $778263.43     | 0.00%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $389710.42     | 0.00%             | 2030-11-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $187071.24     | 0.00%             | 2031-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $1115290.57    | 0.00%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $747132.47     | 0.00%             | 2031-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | Uzbekneftegaz JSC                                                                                                             | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $193975.23     | 0.00%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $193278.67     | 0.00%             | 2028-11-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1200000 | PA      | $768495.35     | 0.00%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2000000 | PA      | $1772871.82    | 0.00%             | 2031-05-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $387125.40     | 0.00%             | 2028-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                  | DAE Funding LLC                                                                                                               | CUSIP: N/A<br>LEI: 635400SZTPQL3Y1P2C76       | Long             | DBT              | CORP              | US        |     800000 | PA      | $774539.19     | 0.00%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2000000 | PA      | $1869455.63    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Amipeace Ltd.                                                                    | Amipeace Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300Z8IOSIIKWF5763       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $919916.31     | 0.00%             | 2030-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                                     | China Mengniu Dairy Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $370240.90     | 0.00%             | 2030-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                                                             | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |     500000 | PA      | $482717.06     | 0.00%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JGSH Philippines Ltd.                                                            | JGSH Philippines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 984500C4564DDC8F1072       | Long             | DBT              | CORP              | VG        |     500000 | PA      | $492054.74     | 0.00%             | 2030-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |     800000 | PA      | $825468.89     | 0.00%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $268863.88     | 0.00%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |     800000 | PA      | $691387.05     | 0.00%             | 2033-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                                 | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |     600000 | PA      | $550611.52     | 0.00%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| China Development Bank Financial Leasing Co. Ltd.                                | China Development Bank Financial Leasing Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 3003001Y2JXAVQAIZ618       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $199477.98     | 0.00%             | 2035-11-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                                | Alinma Sukuk Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $394844.40     | 0.00%             | 2035-11-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $122708.77     | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development 2 Co. Ltd.                                   | Shanghai Port Group BVI Development 2 Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: 300300H5N2QPO1NZL057       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $928141.51     | 0.00%             | 2030-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1450000 | PA      | $1296501.24    | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2050000 | PA      | $1353599.65    | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1528051.94    | 0.00%             | 2035-09-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1359396.44    | 0.00%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                           | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $588493.11     | 0.00%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                               | Republic of Rwanda                                                                                                            | CUSIP: N/A<br>LEI: 213800DQC28OBRZDYJ87       | Long             | DBT              | NUSS              | RW        |     600000 | PA      | $559742.53     | 0.00%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1396917.43    | 0.00%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China CITIC Bank International Ltd.                                              | China CITIC Bank International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 54930034UPFJV0NHXV95       | Long             | DBT              | CORP              | HK        |     500000 | PA      | $516801.77     | 0.00%             | 2033-12-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Ports Co. PJSC                                                         | Abu Dhabi Ports Co. PJSC                                                                                                      | CUSIP: N/A<br>LEI: 213800F5LEV1NQJ68T87       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $894652.93     | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                          | OQ SAOC                                                                                                                       | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |     800000 | PA      | $801806.67     | 0.00%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    2400000 | PA      | $2469638.18    | 0.01%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1497349.90    | 0.00%             | 2033-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Co. PJSC                                                        | Sweihan PV Power Co. PJSC                                                                                                     | CUSIP: N/A<br>LEI: 353800EF1E1IC18GBC48       | Long             | DBT              | CORP              | AE        |     536478 | PA      | $439720.44     | 0.00%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek A/S                                                             | Coca-Cola Icecek A/S                                                                                                          | CUSIP: N/A<br>LEI: 789000WT80VVLUWJDK41       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $389694.99     | 0.00%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                       | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |    1265000 | PA      | $1035100.99    | 0.00%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                       | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |    1163899 | PA      | $1064100.06    | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JIC Zhixin Ltd.                                                                  | JIC Zhixin Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 635400KSR4PKISBWRJ22       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $914318.99     | 0.00%             | 2030-08-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1558810.52    | 0.00%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1588987.03    | 0.00%             | 2030-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1943025.39    | 0.01%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $552750.13     | 0.00%             | 2030-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW Bank                                                                                                                      | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | NUSS              | DE        |     220000 | PA      | $217557.41     | 0.00%             | 2031-02-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $541052.07     | 0.00%             | 2030-08-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $565454.76     | 0.00%             | 2030-08-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $599435.59     | 0.00%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1800000 | PA      | $1911888.88    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     600000 | PA      | $617333.47     | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1000000 | PA      | $1129148.95    | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $183646.62     | 0.00%             | 2030-06-22      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1600000 | PA      | $1625296.07    | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zhuji Development Ltd.                                                           | Zhuji Development Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 3003004LZJ550ZJ4CD15       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $403035.64     | 0.00%             | 2027-08-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     700000 | PA      | $741130.55     | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Manila Water Co., Inc.                                                           | Manila Water Co., Inc.                                                                                                        | CUSIP: N/A<br>LEI: 5493004SJIK0GOUIZM45       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $393445.00     | 0.00%             | 2030-07-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                       | Bidvest Group UK plc (The)                                                                                                    | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $402251.21     | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1400000 | PA      | $1441551.56    | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1200000 | PA      | $1214109.06    | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     600000 | PA      | $577612.21     | 0.00%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $374205.09     | 0.00%             | 2030-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland DAC                                                       | Zurich Finance Ireland DAC                                                                                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $180784.43     | 0.00%             | 2052-05-02      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Elect Global Investments Ltd.                                                    | Elect Global Investments Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900MGJD77N8VPNK65       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $631712.54     | 0.00%             | 2030-09-11      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Knowledge City Guangzhou Investment Group Co. Ltd.                               | Knowledge City Guangzhou Investment Group Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 836800EORCQ98V2FUW69       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $405739.87     | 0.00%             | 2028-03-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |     600000 | PA      | $632871.36     | 0.00%             | 2033-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1202584.55    | 0.00%             | 2028-08-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    1800000 | PA      | $952010.09     | 0.00%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |     500000 | PA      | $498943.53     | 0.00%             | 2032-04-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $1966226.23    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    2200000 | PA      | $2335216.91    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    2200000 | PA      | $2079457.80    | 0.01%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $860464.01     | 0.00%             | 2033-11-03      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $202374.82     | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200661.27     | 0.00%             | 2028-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                                   | China Everbright Bank Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300WVNR4RWTGIV379       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $600701.61     | 0.00%             | 2027-05-14      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    2000000 | PA      | $1763072.58    | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    1030000 | PA      | $702568.21     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    2785918 | PA      | $2083073.42    | 0.01%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Blossom Joy Ltd.                                                                 | Blossom Joy Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 300300LGCJ91O86HIU38       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $728711.09     | 0.00%             | 2030-10-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $990965.11     | 0.00%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLDT, Inc.                                                                       | PLDT, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $282170.77     | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PLDT, Inc.                                                                       | PLDT, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |     200000 | PA      | $183674.08     | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNPC Global Capital Ltd.                                                         | CNPC Global Capital Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900BS1UPERUNF4860       | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $1099854.15    | 0.00%             | 2030-06-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $608055.43     | 0.00%             | 2028-07-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLP Power HK Finance Ltd.                                                        | CLP Power HK Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900V6QHCRGVD95V85       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $206574.84     | 0.00%             | 2030-04-23      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $781235.40     | 0.00%             | 2031-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Riyad Bank                                                                       | Riyad Bank                                                                                                                    | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $982757.67     | 0.00%             | 2036-01-14      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $755152.14     | 0.00%             | 2056-04-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| New Development Bank (The)                                                       | New Development Bank (The)                                                                                                    | CUSIP: N/A<br>LEI: 254900VPI91W77OOUM06       | Long             | DBT              | NUSS              | US        |    1200000 | PA      | $1208348.98    | 0.00%             | 2027-11-07      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2000000 | PA      | $2039910.84    | 0.01%             | 2030-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |     600000 | PA      | $532037.20     | 0.00%             | 2031-10-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    1000000 | PA      | $734681.95     | 0.00%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1000000 | PA      | $1139372.34    | 0.00%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    2000000 | PA      | $1278361.22    | 0.00%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1200000 | PA      | $1095798.67    | 0.00%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     400000 | PA      | $340656.20     | 0.00%             | 2051-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |    1000000 | PA      | $1003862.47    | 0.00%             | 2028-05-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2200000 | PA      | $2232067.76    | 0.01%             | 2034-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    1200000 | PA      | $1210075.57    | 0.00%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2000000 | PA      | $1246438.90    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    1600000 | PA      | $1653653.26    | 0.00%             | 2034-03-19      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A/S                                                 | Zorlu Enerji Elektrik Uretim A/S                                                                                              | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |    1000000 | PA      | $887240.88     | 0.00%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $598101.62     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | NUSS              | IL        |     400000 | PA      | $370499.01     | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     985000 | PA      | $1004988.85    | 0.00%             | 2028-09-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $535009.51     | 0.00%             | 2031-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $840386.27     | 0.00%             | 2034-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1400000 | PA      | $1502175.19    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1200000 | PA      | $1259637.74    | 0.00%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    1000000 | PA      | $1048814.08    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2000000 | PA      | $2020942.19    | 0.01%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1900000 | PA      | $1926532.53    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1204074.22    | 0.00%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $610868.83     | 0.00%             | 2028-05-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $1015455.26    | 0.00%             | 2028-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     400000 | PA      | $369392.96     | 0.00%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                 | Bank Hapoalim BM                                                                                                              | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $989557.88     | 0.00%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                 | Bank Hapoalim BM                                                                                                              | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $994484.78     | 0.00%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VI Ltd.                                            | China Overseas Finance Cayman VI Ltd.                                                                                         | CUSIP: N/A<br>LEI: 3003000GRJQBQQJ25K03       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $642054.58     | 0.00%             | 2034-06-11      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     400000 | PA      | $323650.56     | 0.00%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JMH Co. Ltd.                                                                     | JMH Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $727140.23     | 0.00%             | 2031-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JMH Co. Ltd.                                                                     | JMH Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $334809.40     | 0.00%             | 2036-04-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    3200000 | PA      | $2453506.39    | 0.01%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Yongda Investment Ltd.                                                           | Yongda Investment Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 300300Y6LHOS618ULI27       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $601273.49     | 0.00%             | 2028-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hongkong International Qingdao Co. Ltd.                                          | Hongkong International Qingdao Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300SGT6G2H5JRJN32       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $810185.78     | 0.00%             | 2028-04-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AFFIN Bank Bhd.                                                                  | AFFIN Bank Bhd.                                                                                                               | CUSIP: N/A<br>LEI: 2549002RX9QANY14OL51       | Long             | DBT              | CORP              | MY        |     400000 | PA      | $404006.13     | 0.00%             | 2030-06-04      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Mdgh Sukuk Ltd.                                                                  | Mdgh Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900HY0LLN41F9J831       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $796744.46     | 0.00%             | 2035-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |    1500000 | PA      | $1389685.63    | 0.00%             | 2030-09-09      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |    1400000 | PA      | $992316.18     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABIC Capital I BV                                                               | SABIC Capital I BV                                                                                                            | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $387589.79     | 0.00%             | 2050-09-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    1800000 | PA      | $1560075.56    | 0.00%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     234340 | PA      | $228576.39     | 0.00%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    1300000 | PA      | $1021268.27    | 0.00%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SABIC Capital I BV                                                               | SABIC Capital I BV                                                                                                            | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $359079.94     | 0.00%             | 2030-09-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                      | Dar Al-Arkan Sukuk Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $810347.75     | 0.00%             | 2030-07-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    1600000 | PA      | $1628071.58    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    3000000 | PA      | $2973014.20    | 0.01%             | 2029-05-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $376879.63     | 0.00%             | 2031-07-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT International Financial Services BV                                                                                        | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $352595.44     | 0.00%             | 2031-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $373181.66     | 0.00%             | 2031-05-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |     600000 | PA      | $577697.99     | 0.00%             | 2028-03-08      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    1290000 | PA      | $1241655.40    | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management plc                                           | Axian Telecom Holding & Management plc                                                                                        | CUSIP: N/A<br>LEI: 984500B7DCD97EB04857       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $604295.62     | 0.00%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     900000 | PA      | $843984.63     | 0.00%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     600000 | PA      | $615666.73     | 0.00%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2800000 | PA      | $2726341.22    | 0.01%             | 2033-05-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $602215.10     | 0.00%             | 2028-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |     800000 | PA      | $785873.00     | 0.00%             | 2033-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Almarai Co. JSC                                                                  | Almarai Co. JSC                                                                                                               | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | DBT              | CORP              | SA        |     800000 | PA      | $801219.48     | 0.00%             | 2033-07-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |     730000 | PA      | $776086.60     | 0.00%             | 2033-07-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shanghai Commercial Bank Ltd.                                                    | Shanghai Commercial Bank Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300DLWZLXC60CXS69       | Long             | DBT              | CORP              | HK        |     250000 | PA      | $254928.89     | 0.00%             | 2033-02-28      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1100000 | PA      | $987265.93     | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $761422.79     | 0.00%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $599742.71     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     400000 | PA      | $371410.75     | 0.00%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                           | Czechoslovak Group A/S                                                                                                        | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    1200000 | PA      | $1234004.63    | 0.00%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Sukuk Ltd.                                                          | Adnoc Murban Sukuk Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900UBM8GV669Q5J03       | Long             | DBT              | CORP              | AE        |    1400000 | PA      | $1381700.56    | 0.00%             | 2035-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                               | Istanbul Metropolitan Municipality                                                                                            | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |     800000 | PA      | $866207.66     | 0.00%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ROP Sukuk Trust                                                                  | ROP Sukuk Trust                                                                                                               | CUSIP: N/A<br>LEI: 254900RB1RTZ84ZMF446       | Long             | DBT              | NUSS              | PH        |     800000 | PA      | $812236.03     | 0.00%             | 2029-06-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QDNU6I6VA8UL14       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $809723.43     | 0.00%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                                 | Tongyang Life Insurance Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $412790.08     | 0.00%             | 2035-05-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     400000 | PA      | $421619.82     | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $356673.01     | 0.00%             | 2031-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Omniyat Sukuk 1 Ltd.                                                             | Omniyat Sukuk 1 Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900RFKE3XFTFFLM58       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $586763.50     | 0.00%             | 2028-05-06      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    3200000 | PA      | $2877710.58    | 0.01%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    1400000 | PA      | $1223564.99    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QDNU6I6VA8UL14       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $810225.96     | 0.00%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2200000 | PA      | $1349796.42    | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |    3600000 | PA      | $2696440.94    | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    1400000 | PA      | $1477291.57    | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      50000 | PA      | $50059.53      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JERA Co., Inc.                                                                   | JERA Co., Inc.                                                                                                                | CUSIP: N/A<br>LEI: 353800OO5E7W1FV1SB75       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $198325.08     | 0.00%             | 2027-04-14      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $601239.76     | 0.00%             | 2027-06-04      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Gulf International Bank BSC                                                      | Gulf International Bank BSC                                                                                                   | CUSIP: N/A<br>LEI: 558600JW2XPMLG97TV14       | Long             | DBT              | NUSS              | BH        |     600000 | PA      | $611243.65     | 0.00%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1000000 | PA      | $1067243.15    | 0.00%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2200000 | PA      | $2263910.46    | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $1044202.46    | 0.00%             | 2035-04-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |     800000 | PA      | $796214.34     | 0.00%             | 2030-10-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $547710.59     | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $411156.85     | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $614802.12     | 0.00%             | 2034-05-21      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $406941.39     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |     800000 | PA      | $859370.22     | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    1200000 | PA      | $1112100.21    | 0.00%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |     777000 | PA      | $779264.80     | 0.00%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                       | Trident Energy Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $642228.11     | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |     475000 | PA      | $446149.75     | 0.00%             | 2028-10-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |    1400000 | PA      | $1281279.50    | 0.00%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     800000 | PA      | $859646.26     | 0.00%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $596635.49     | 0.00%             | 2036-04-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $180711.47     | 0.00%             | 2031-07-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    1200000 | PA      | $1162885.17    | 0.00%             | 2032-06-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                                        | China Taiping Insurance Holdings Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $620017.70     | 0.00%             | 2028-03-09      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fujian Zhanglong Group Co. Ltd.                                                  | Fujian Zhanglong Group Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 300300NZQXHJOPFUGP79       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $605747.28     | 0.00%             | 2028-04-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                         | SK Battery America, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |     800000 | PA      | $797023.49     | 0.00%             | 2029-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $192504.71     | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2200000 | PA      | $1908240.44    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |    4000000 | PA      | $2670344.81    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     500000 | PA      | $520250.32     | 0.00%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AmBank M Bhd.                                                                    | AmBank M Bhd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300DAPZWBBF0Y6447       | Long             | DBT              | CORP              | MY        |     400000 | PA      | $406186.53     | 0.00%             | 2030-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $977153.72     | 0.00%             | 2035-01-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $625838.12     | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                   | Eskom Holdings                                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     400000 | PA      | $395449.78     | 0.00%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $546070.86     | 0.00%             | 2051-04-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |    3400000 | PA      | $3036115.71    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1600000 | PA      | $1665166.28    | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $402213.34     | 0.00%             | 2030-01-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1430157.20    | 0.00%             | 2028-11-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                                                    | Pershing Square Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |    1000000 | PA      | $896314.91     | 0.00%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $586904.35     | 0.00%             | 2033-05-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $604075.13     | 0.00%             | 2033-05-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1237020.81    | 0.00%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |     600000 | PA      | $531344.34     | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $601601.78     | 0.00%             | 2027-10-22      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $398983.06     | 0.00%             | 2028-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $930966.66     | 0.00%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1400000 | PA      | $1283925.66    | 0.00%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                           | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |     800000 | PA      | $780781.58     | 0.00%             | 2034-09-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Canara Bank                                                                      | Canara Bank                                                                                                                   | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $201126.58     | 0.00%             | 2029-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |    1400000 | PA      | $1245242.26    | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $988844.39     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |    1600000 | PA      | $1537742.99    | 0.00%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1900000 | PA      | $1827380.89    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pegasus Hava Tasimaciligi A/S                                                    | Pegasus Hava Tasimaciligi A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000B1MW5PQ58A8T03       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $603105.02     | 0.00%             | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $411428.70     | 0.00%             | 2030-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $403350.96     | 0.00%             | 2027-07-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                                            | Eregli Demir ve Celik Fabrikalari TAS                                                                                         | CUSIP: N/A<br>LEI: 789000VYQF5IDGG49908       | Long             | DBT              | CORP              | TR        |    1000000 | PA      | $1041416.21    | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1431694.41    | 0.00%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                                                                   | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $606260.05     | 0.00%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export Import Bank of Thailand                                                   | Export-Import Bank of Thailand                                                                                                | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | NUSS              | TH        |     200000 | PA      | $198861.35     | 0.00%             | 2027-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1404053.35    | 0.00%             | 2033-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $413128.83     | 0.00%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                               | Ivanhoe Mines Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5299006XZISURYIA4G32       | Long             | DBT              | CORP              | CA        |     800000 | PA      | $812960.86     | 0.00%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $974619.45     | 0.00%             | 2033-04-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1447054.91    | 0.00%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    2000000 | PA      | $1957910.57    | 0.01%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    1400000 | PA      | $1266879.34    | 0.00%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mashreqbank PSC                                                                  | Mashreqbank PSC                                                                                                               | CUSIP: N/A<br>LEI: 5493000SA3K24EQKA103       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $621404.76     | 0.00%             | 2033-02-24      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CMHI Finance BVI Co. Ltd.                                                        | CMHI Finance BVI Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KTVUL1BXLNPZ11       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $597689.84     | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |     800000 | PA      | $861535.65     | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $1011874.11    | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1200000 | PA      | $1208006.85    | 0.00%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    1000000 | PA      | $1000372.41    | 0.00%             | 2027-04-16      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     800000 | PA      | $695529.84     | 0.00%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $358025.96     | 0.00%             | 2031-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     800000 | PA      | $762645.20     | 0.00%             | 2030-04-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    1200000 | PA      | $1275522.76    | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1200000 | PA      | $1281689.79    | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1416866.51    | 0.00%             | 2027-11-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1534918.37    | 0.00%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $1105194.72    | 0.00%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi A/S                                                         | Ford Otomotiv Sanayi A/S                                                                                                      | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $406690.40     | 0.00%             | 2029-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ittihad International II Ltd.                                                    | Ittihad International II Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900N6645P4DHIXJ30       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $403504.53     | 0.00%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                                            | Avilease Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 635400SXOPVAVBWNE366       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $784370.75     | 0.00%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YI Bright International Ltd.                                                     | YI Bright International Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 300300WJ3Y9W361V6456       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $408080.71     | 0.00%             | 2027-06-20      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $400485.21     | 0.00%             | 2028-11-24      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $605495.53     | 0.00%             | 2029-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     800000 | PA      | $837651.17     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1408348.81    | 0.00%             | 2029-03-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    5330000 | PA      | $5154419.72    | 0.01%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |     955000 | PA      | $925118.58     | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |     850000 | PA      | $828206.15     | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |     220000 | PA      | $212616.99     | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $409078.95     | 0.00%             | 2029-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $202008.34     | 0.00%             | 2027-05-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     600000 | PA      | $500557.54     | 0.00%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                           | HKT Capital No. 6 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $549611.66     | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Link Finance Cayman 2009 Ltd. (The)                                              | Link Finance Cayman 2009 Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900J10LHB6JOSNR19       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $545610.07     | 0.00%             | 2032-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd.                                                   | Zhongsheng Group Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $580798.29     | 0.00%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $403693.26     | 0.00%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     600000 | PA      | $676690.90     | 0.00%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1677419.12    | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |     200000 | PA      | $177114.78     | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $402011.21     | 0.00%             | 2029-01-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon                                                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     400000 | PA      | $403488.95     | 0.00%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                                        | China Taiping Insurance Holdings Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | DBT              | CORP              | HK        |    1600000 | PA      | $1653380.53    | 0.00%             | 2028-03-09      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $402318.31     | 0.00%             | 2030-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QNB Bank A/S                                                                     | QNB Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: 789000Q21SW842S9IJ58       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $619626.52     | 0.00%             | 2029-05-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QIIB Senior Oryx Ltd.                                                            | QIIB Senior Oryx Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300A07UNNRZ2DVQ26       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $809918.16     | 0.00%             | 2029-01-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $614391.12     | 0.00%             | 2034-02-28      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    1200000 | PA      | $1244271.57    | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1006187.93    | 0.00%             | 2029-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Otel Sukuk Ltd.                                                                  | Otel Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900KXP47C6DXN6A03       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $607349.04     | 0.00%             | 2031-01-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                     | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $802621.97     | 0.00%             | 2028-03-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1410792 | PA      | $1089154.64    | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     872661 | PA      | $831355.42     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1995322 | PA      | $1879226.63    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    2074813 | PA      | $1846233.99    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SK Broadband Co. Ltd.                                                            | SK Broadband Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400JTBDVK7K17FX69       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $402942.61     | 0.00%             | 2028-06-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $1006674.12    | 0.00%             | 2027-06-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                        | RLGH Finance Bermuda Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300JARQYXR76TRX40       | Long             | DBT              | CORP              | BM        |     600000 | PA      | $663133.86     | 0.00%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $2015189.84    | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2200000 | PA      | $2065043.01    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |     800000 | PA      | $810275.62     | 0.00%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $1884126.42    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $590382.58     | 0.00%             | 2029-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd. (The)                                   | Pakistan Global Sukuk Programme Co. Ltd. (The)                                                                                | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |     800000 | PA      | $816717.21     | 0.00%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Chengdu Communications Investment Group Co. Ltd.                                 | Chengdu Communications Investment Group Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493004CBNAV0VR4W243       | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $201957.89     | 0.00%             | 2028-05-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chengdu Communications Investment Group Co. Ltd.                                 | Chengdu Communications Investment Group Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493004CBNAV0VR4W243       | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $204267.79     | 0.00%             | 2029-11-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2400000 | PA      | $2402551.72    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ganzhou Development Investment Holding Group Co. Ltd.                            | Ganzhou Development Investment Holding Group Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 300300UMIBFXR9YUT874       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $403366.72     | 0.00%             | 2028-03-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3200000 | PA      | $3211532.92    | 0.01%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    4600000 | PA      | $4415703.55    | 0.01%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    4400000 | PA      | $4402844.67    | 0.01%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1400000 | PA      | $1483995.49    | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $794169.63     | 0.00%             | 2028-04-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                                        | Israel Discount Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300XWZ7BG5G23OF51       | Long             | DBT              | CORP              | IL        |     200000 | PA      | $200781.37     | 0.00%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     600000 | PA      | $615862.49     | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | Agence Francaise de Developpement EPIC                                                                                        | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $598401.01     | 0.00%             | 2027-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $408229.95     | 0.00%             | 2029-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1200000 | PA      | $1291616.47    | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1800000 | PA      | $1918150.69    | 0.01%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1706000 | PA      | $1748620.87    | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1290000 | PA      | $1372708.79    | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1700000 | PA      | $1800883.74    | 0.00%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     800000 | PA      | $837806.46     | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $505734.13     | 0.00%             | 2122-10-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1004175.46    | 0.00%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1816238.74    | 0.00%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                 | Telecommunications co Telekom Srbija AD Belgrade                                                                              | CUSIP: N/A<br>LEI: 254900OVY0XI1DFYC092       | Long             | DBT              | NUSS              | RS        |    1000000 | PA      | $1000637.73    | 0.00%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                           | Republic of Montenegro                                                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     800000 | PA      | $842203.57     | 0.00%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                   | Korea East-West Power Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400N0YW2A27V3D553       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $195190.79     | 0.00%             | 2031-05-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QIIB Senior Oryx Ltd.                                                            | QIIB Senior Oryx Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300A07UNNRZ2DVQ26       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $396562.45     | 0.00%             | 2030-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $602065.83     | 0.00%             | 2030-11-10      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $398528.66     | 0.00%             | 2029-07-22      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $592459.39     | 0.00%             | 2036-06-11      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1400000 | PA      | $1318493.67    | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1600000 | PA      | $1524922.10    | 0.00%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dianjian Haiyu Ltd.                                                              | Dianjian Haiyu Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $200101.72     | 0.00%             | 2027-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $599345.33     | 0.00%             | 2028-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1010437.93    | 0.00%             | 2029-03-04      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $399028.63     | 0.00%             | 2028-01-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                   | Sumitomo Corp.                                                                                                                | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | DBT              | CORP              | JP        |     450000 | PA      | $458498.57     | 0.00%             | 2034-07-03      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3400000 | PA      | $3380311.50    | 0.01%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3400000 | PA      | $3410325.33    | 0.01%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3600000 | PA      | $3098447.63    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecobank Transnational, Inc.                                                      | Ecobank Transnational, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 213800USCE9Y111R4656       | Long             | DBT              | CORP              | TG        |     600000 | PA      | $645762.26     | 0.00%             | 2029-10-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| CSCIF Hong Kong Ltd.                                                             | CSCIF Hong Kong Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900I8Y7Q0BV4W5W20       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $400567.92     | 0.00%             | 2027-05-31      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    1700000 | PA      | $1730971.77    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    1600000 | PA      | $1628862.96    | 0.00%             | 2034-07-02      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     200000 | PA      | $202818.54     | 0.00%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $801140.28     | 0.00%             | 2027-06-26      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GDZ Elektrik Dagitim A/S                                                         | GDZ Elektrik Dagitim A/S                                                                                                      | CUSIP: N/A<br>LEI: 984500B63B5766038A64       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $581938.57     | 0.00%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     850000 | PA      | $488521.71     | 0.00%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    2564319 | PA      | $2508061.58    | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    4291100 | PA      | $3934829.72    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BBG Sukuk Ltd.                                                                   | BBG Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300URWP4TDNWJXN62       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $794352.01     | 0.00%             | 2029-10-09      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ABQ Finance Ltd.                                                                 | ABQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300EKNBMBS9DNYE37       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $401163.54     | 0.00%             | 2030-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $804699.35     | 0.00%             | 2030-03-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                  | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |     600000 | PA      | $608219.62     | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $603254.52     | 0.00%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1450000 | PA      | $1550539.92    | 0.00%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                         | Transnet                                                                                                                      | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    1000000 | PA      | $1042168.60    | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1200000 | PA      | $1006401.65    | 0.00%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $402242.11     | 0.00%             | 2030-07-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $990108.00     | 0.00%             | 2030-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    1400000 | PA      | $1428054.43    | 0.00%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1226570.44    | 0.00%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Almarai Sukuk Ltd.                                                               | Almarai Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300R2WJK99D0C8819       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $392504.66     | 0.00%             | 2030-09-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $392193.29     | 0.00%             | 2031-03-23      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                                                              | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |     600000 | PA      | $608857.26     | 0.00%             | 2028-03-07      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Banco Votorantim SA                                                              | Banco Votorantim SA                                                                                                           | CUSIP: N/A<br>LEI: X2EUTZGMHS8RBQFIUS93       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $608477.86     | 0.00%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |     800000 | PA      | $801537.86     | 0.00%             | 2027-07-16      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| China Life Insurance Overseas Co. Ltd.                                           | China Life Insurance Overseas Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900GB3V5T9KMKQT53       | Long             | DBT              | CORP              | CN        |    2600000 | PA      | $2650664.18    | 0.01%             | 2033-08-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |     600000 | PA      | $612083.09     | 0.00%             | 2030-04-24      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    1280000 | PA      | $1237044.33    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    1190000 | PA      | $1150799.15    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sats Treasury Pte. Ltd.                                                          | Sats Treasury Pte. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $605761.82     | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $413043.44     | 0.00%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1400000 | PA      | $1496625.14    | 0.00%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1000000 | PA      | $1020020.55    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     600000 | PA      | $604588.85     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPHT Finance 25 Ltd.                                                             | HPHT Finance 25 Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $603321.72     | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk IV Ltd.                                                    | Arabian Centres Sukuk IV Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900GW2VLQHC0PWN19       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $609889.54     | 0.00%             | 2030-12-04      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    4000000 | PA      | $4152782.21    | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    4800000 | PA      | $4847274.22    | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3000000 | PA      | $3076061.09    | 0.01%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $397929.64     | 0.00%             | 2029-07-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Cathaylife Singapore Pte. Ltd.                                                   | Cathaylife Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900XS5E0JG85JTY26       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $625018.81     | 0.00%             | 2034-07-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |     750000 | PA      | $777085.13     | 0.00%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $603520.25     | 0.00%             | 2029-07-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific MTN Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $613657.76     | 0.00%             | 2029-07-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $404144.12     | 0.00%             | 2027-07-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $785143.00     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $797248.29     | 0.00%             | 2028-05-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $608468.89     | 0.00%             | 2028-10-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd.                                                       | Khazanah Global Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | CORP              | MY        |     800000 | PA      | $804788.11     | 0.00%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Khazanah Capital Ltd.                                                            | Khazanah Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | CORP              | MY        |     800000 | PA      | $807114.72     | 0.00%             | 2033-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $796957.47     | 0.00%             | 2030-03-04      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1000000 | PA      | $1075668.99    | 0.00%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nanyang Commercial Bank Ltd.                                                     | Nanyang Commercial Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: SC4P6WZO702RYEIU7J93       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $820934.88     | 0.00%             | 2034-08-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    1000000 | PA      | $596821.63     | 0.00%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                   | Korea East-West Power Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400N0YW2A27V3D553       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $403833.31     | 0.00%             | 2028-07-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |     800000 | PA      | $831212.09     | 0.00%             | 2034-10-05      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $986528.25     | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |     200000 | PA      | $199119.01     | 0.00%             | 2029-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAK Capital                                                                      | RAK Capital                                                                                                                   | CUSIP: N/A<br>LEI: 549300F0KUUDMGB5G459       | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $1000680.33    | 0.00%             | 2035-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $610397.63     | 0.00%             | 2035-01-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                              | Republic of Armenia                                                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     800000 | PA      | $838689.05     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $621716.37     | 0.00%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |     900000 | PA      | $946392.98     | 0.00%             | 2033-09-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $618431.60     | 0.00%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $627688.37     | 0.00%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Zhongliang Holdings Group Co. Ltd.                                               | Zhongliang Holdings Group Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300SKDRW33OJQFH41       | Long             | DBT              | CORP              | KY        |    1050000 | PA      | $66185.41      | 0.00%             | 2029-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1000510.67    | 0.00%             | 2029-04-02      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $798948.29     | 0.00%             | 2029-01-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    1100000 | PA      | $1145647.69    | 0.00%             | 2034-01-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $396468.75     | 0.00%             | 2028-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900QKLTY6MF4Y3P65       | Long             | DBT              | CORP              | US        |     600000 | PA      | $609704.64     | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                                 | MFB Magyar Fejlesztesi Bank Zrt.                                                                                              | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |    1200000 | PA      | $1239187.46    | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Georgia                                                              | Georgia Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 2138007T8RLEVDMLQ257       | Long             | DBT              | NUSS              | GE        |     600000 | PA      | $582546.09     | 0.00%             | 2031-01-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QDNU6I6VA8UL14       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $788464.24     | 0.00%             | 2036-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $794244.63     | 0.00%             | 2029-09-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Benin Sukuk SA                                                                   | Benin Sukuk SA                                                                                                                | CUSIP: N/A<br>LEI: 254900FAFYBRYHYVQK50       | Long             | DBT              | NUSS              | BJ        |     600000 | PA      | $570592.73     | 0.00%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Al Masraf                                                                        | Al Masraf                                                                                                                     | CUSIP: N/A<br>LEI: 254900DL7PC062J4GT47       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $593802.95     | 0.00%             | 2031-01-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                        | Mizrahi Tefahot Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |     800000 | PA      | $793210.36     | 0.00%             | 2031-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1202858.03    | 0.00%             | 2034-02-13      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    1000000 | PA      | $1028908.62    | 0.00%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $405174.41     | 0.00%             | 2029-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $1025768.05    | 0.00%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $602561.14     | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    1200000 | PA      | $1176901.38    | 0.00%             | 2031-02-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $816943.27     | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1226472.99    | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SMIC SG Holdings Pte. Ltd.                                                       | SMIC SG Holdings Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900CQKQDZMZH3G563       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $609975.13     | 0.00%             | 2029-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Henan Railway Construction & Investment Group Co. Ltd.                           | Henan Railway Construction & Investment Group Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 300300EX8HF061VKMX60       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $401960.58     | 0.00%             | 2028-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                            | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |     800000 | PA      | $820537.76     | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk III Ltd.                                                   | Arabian Centres Sukuk III Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900BZVZFBSA5NA163       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $828612.88     | 0.00%             | 2029-03-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $403280.18     | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rizal Commercial Banking Corp.                                                   | Rizal Commercial Banking Corp.                                                                                                | CUSIP: N/A<br>LEI: CIKZWI6KV077KV2E2J69       | Long             | DBT              | CORP              | PH        |     600000 | PA      | $614279.66     | 0.00%             | 2029-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1003516.96    | 0.00%             | 2029-01-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1200000 | PA      | $1094858.56    | 0.00%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $594899.36     | 0.00%             | 2028-10-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Deyang Development Holdings Group Co. Ltd.                                       | Deyang Development Holdings Group Co. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 300300RQ4JOC8N58KD55       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $198816.98     | 0.00%             | 2028-10-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $418523.14     | 0.00%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Korea Railroad Corp.                                                             | Korea Railroad Corp.                                                                                                          | CUSIP: N/A<br>LEI: 988400HIXNKLSIY4ND32       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $400304.28     | 0.00%             | 2028-05-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $399915.23     | 0.00%             | 2028-05-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |    1200000 | PA      | $1203321.80    | 0.00%             | 2028-05-21      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| KODIT Global Co. Ltd.                                                            | KODIT Global Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400BWUXPT3AV1ZZ49       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $201889.04     | 0.00%             | 2027-05-29      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     400000 | PA      | $428147.90     | 0.00%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bank of Communications Co. Ltd.                                                  | Bank of Communications Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | DBT              | CORP              | CN        |     800000 | PA      | $801559.61     | 0.00%             | 2027-08-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    1200000 | PA      | $1208771.68    | 0.00%             | 2029-05-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    1600000 | PA      | $1632346.98    | 0.00%             | 2034-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    1800000 | PA      | $1843384.15    | 0.01%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    2000000 | PA      | $1947344.24    | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    2200000 | PA      | $2228951.12    | 0.01%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    1600000 | PA      | $1719003.00    | 0.00%             | 2031-11-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1025225.56    | 0.00%             | 2028-10-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                      | Dar Al-Arkan Sukuk Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $619623.79     | 0.00%             | 2029-02-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $801079.18     | 0.00%             | 2029-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                   | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    1200000 | PA      | $1225603.33    | 0.00%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $799654.15     | 0.00%             | 2028-06-06      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $811980.47     | 0.00%             | 2029-05-28      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $412417.49     | 0.00%             | 2029-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |     120000 | PA      | $120695.37     | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $419615.69     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Esic Sukuk Ltd.                                                                  | Esic Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300TSWFEC4DLPPH77       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $803136.64     | 0.00%             | 2029-02-14      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |     600000 | PA      | $608498.77     | 0.00%             | 2029-02-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                               | Kingdom of Belgium                                                                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1200000 | PA      | $1061910.67    | 0.00%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1230318.21    | 0.00%             | 2034-04-04      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |     800000 | PA      | $809244.28     | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mdgh Sukuk Ltd.                                                                  | Mdgh Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900HY0LLN41F9J831       | Long             | DBT              | CORP              | AE        |    1400000 | PA      | $1398816.55    | 0.00%             | 2034-04-04      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $399767.62     | 0.00%             | 2034-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |     600000 | PA      | $602408.38     | 0.00%             | 2029-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Holdings Pte. Ltd.                                              | Clifford Capital Holdings Pte. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 2138003NOUFY9X88KE03       | Long             | DBT              | CORP              | SG        |     600000 | PA      | $595282.57     | 0.00%             | 2028-09-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Korean Air Lines Co. Ltd.                                                        | Korean Air Lines Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 988400C2UFBF4B660C58       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $196164.32     | 0.00%             | 2030-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A/S                                                   | Aydem Yenilenebilir Enerji A/S                                                                                                | CUSIP: N/A<br>LEI: 9845009C50EDA74OA532       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $607591.64     | 0.00%             | 2030-09-30      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $406059.57     | 0.00%             | 2029-11-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quincy Health LLC                                                                | Quincy Health LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        489 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $875691.92     | 0.00%             | 2031-07-02      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd.                                                    | Greentown China Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900BLBC6YDNWS8530       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $405466.61     | 0.00%             | 2028-02-24      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret A/S                                              | Limak Cimento Sanayi ve Ticaret A/S                                                                                           | CUSIP: N/A<br>LEI: 789000EEUQIGHI88WH47       | Long             | DBT              | CORP              | TR        |     800000 | PA      | $807874.36     | 0.00%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $806268.12     | 0.00%             | 2028-06-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| National Bank of Ras Al-Khaimah PSC (The)                                        | National Bank of Ras Al-Khaimah PSC (The)                                                                                     | CUSIP: N/A<br>LEI: 254900CDNPJRAT391Y16       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $605868.94     | 0.00%             | 2029-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |      30000 | PA      | $30507.92      | 0.00%             | 2030-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     800000 | PA      | $800886.97     | 0.00%             | 2027-11-05      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |     800000 | PA      | $801326.53     | 0.00%             | 2027-06-14      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Zhongyuan Zhicheng Co. Ltd.                                                      | Zhongyuan Zhicheng Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300EML582HGX8DB82       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $406019.77     | 0.00%             | 2027-06-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk 2 Spv Ltd.                                                       | Binghatti Sukuk 2 Spv Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 25490089SSHENI4Z8Y98       | Long             | DBT              | CORP              | AE        |     200000 | PA      | $179402.60     | 0.00%             | 2031-08-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    1200000 | PA      | $1219672.83    | 0.00%             | 2028-10-03      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | NUSS              | UZ        |     600000 | PA      | $617539.25     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     400000 | PA      | $425853.67     | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |     600000 | PA      | $599747.12     | 0.00%             | 2027-10-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    1400000 | PA      | $1471241.72    | 0.00%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $615003.06     | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    1000000 | PA      | $1071779.01    | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $624983.51     | 0.00%             | 2034-08-02      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VIII Ltd.                                                     | Alpha Star Holding VIII Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $606097.99     | 0.00%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |     600000 | PA      | $588310.45     | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Minmetals Capitals & Securities, Inc.                                            | Minmetals Capitals & Securities, Inc.                                                                                         | CUSIP: N/A<br>LEI: 836800XQOVGUPZWP5093       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $795837.94     | 0.00%             | 2030-09-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $400516.88     | 0.00%             | 2027-05-23      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                                   | HTA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800WEFU8O8X6EPU13       | Long             | DBT              | CORP              | MU        |    1000000 | PA      | $1029512.27    | 0.00%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                  | DAE Funding LLC                                                                                                               | CUSIP: N/A<br>LEI: 635400SZTPQL3Y1P2C76       | Long             | DBT              | CORP              | US        |     600000 | PA      | $578153.09     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STC Sukuk Co. II Ltd.                                                            | STC Sukuk Co. II Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900OIKUHJZUXKMR88       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $790049.67     | 0.00%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| STC Sukuk Co. II Ltd.                                                            | STC Sukuk Co. II Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900OIKUHJZUXKMR88       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1190851.80    | 0.00%             | 2036-01-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    1235117 | PA      | $1215137.77    | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    1253369 | PA      | $858449.34     | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Land & Housing Corp.                                                       | Korea Land & Housing Corp.                                                                                                    | CUSIP: N/A<br>LEI: 9884009ZN0XE8VIPAC02       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $399768.09     | 0.00%             | 2027-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arada Sukuk 2 Ltd.                                                               | Arada Sukuk 2 Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QJ8SRKQPBY4V77       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $404034.24     | 0.00%             | 2029-06-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |     200000 | PA      | $197863.09     | 0.00%             | 2029-10-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 529900JQUPIQW0D5RA73       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $400927.12     | 0.00%             | 2028-03-24      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Korea Land & Housing Corp.                                                       | Korea Land & Housing Corp.                                                                                                    | CUSIP: N/A<br>LEI: 9884009ZN0XE8VIPAC02       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $599714.15     | 0.00%             | 2027-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group, Inc.                                                      | Windfall Mining Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 984500E4L49391BFF948       | Long             | DBT              | CORP              | CA        |     800000 | PA      | $829027.69     | 0.00%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sepco Virgin Ltd.                                                                | Sepco Virgin Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300QPKCSVLNE57D29       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $201225.70     | 0.00%             | 2029-07-21      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland II DAC                                                    | Zurich Finance Ireland II DAC                                                                                                 | CUSIP: N/A<br>LEI: 213800KA6D8H8QF8PN62       | Long             | DBT              | CORP              | IE        |     500000 | PA      | $490147.04     | 0.00%             | 2055-04-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wuhan Metro Group Co. Ltd.                                                       | Wuhan Metro Group Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300CGD0XKNKRS4R50       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $398884.40     | 0.00%             | 2027-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $400638.17     | 0.00%             | 2028-03-07      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd.                                                             | Malayan Banking Bhd.                                                                                                          | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | DBT              | CORP              | MY        |     600000 | PA      | $600875.92     | 0.00%             | 2028-11-19      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $594613.12     | 0.00%             | 2030-11-19      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co. Ltd.                                                         | Industrial Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3003007Y03W5HH1MXR96       | Long             | DBT              | CORP              | CN        |     800000 | PA      | $800687.64     | 0.00%             | 2029-03-12      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |     750000 | PA      | $781373.38     | 0.00%             | 2034-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $402189.72     | 0.00%             | 2027-06-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wuhan Urban Construction Group Co. Ltd.                                          | Wuhan Urban Construction Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300COGKUP1D5V6086       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $405888.79     | 0.00%             | 2027-06-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     200000 | PA      | $202818.54     | 0.00%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $402552.20     | 0.00%             | 2029-11-26      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $191877.12     | 0.00%             | 2030-11-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rizal Commercial Banking Corp.                                                   | Rizal Commercial Banking Corp.                                                                                                | CUSIP: N/A<br>LEI: CIKZWI6KV077KV2E2J69       | Long             | DBT              | CORP              | PH        |     200000 | PA      | $204673.67     | 0.00%             | 2030-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd.                                                             | Coastal Emerald Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $1021460.93    | 0.00%             | 2027-05-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |    2600000 | PA      | $2636282.31    | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $1031622.40    | 0.00%             | 2035-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |    1400000 | PA      | $1388433.63    | 0.00%             | 2055-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1800000 | PA      | $1911854.85    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $602879.42     | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $386039.55     | 0.00%             | 2030-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                                                | SEPLAT Energy plc                                                                                                             | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | DBT              | CORP              | NG        |     600000 | PA      | $638633.51     | 0.00%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $394746.98     | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $821834.88     | 0.00%             | 2032-05-02      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $456707.36     | 0.00%             | 2033-12-06      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 984500BDB0DE6F1AF647       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $601320.71     | 0.00%             | 2028-03-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     400000 | PA      | $407162.33     | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippine National Bank                                                         | Philippine National Bank                                                                                                      | CUSIP: N/A<br>LEI: 549300AFS0UU6SDK2K95       | Long             | DBT              | CORP              | PH        |     200000 | PA      | $200967.84     | 0.00%             | 2029-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1219219.51    | 0.00%             | 2035-01-16      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| TVF Varlik Kiralama A/S                                                          | TVF Varlik Kiralama A/S                                                                                                       | CUSIP: N/A<br>LEI: 7890008K3XQXPH1NO713       | Long             | DBT              | CORP              | TR        |    1000000 | PA      | $1011106.47    | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $609088.96     | 0.00%             | 2029-04-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Taizhou Urban Construction & Investment Development Group Co. Ltd.               | Taizhou Urban Construction & Investment Development Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 3003009757VFP4VML748       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $201678.22     | 0.00%             | 2027-07-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Credit Solutions Pte. Ltd.                                      | Clifford Capital Credit Solutions Pte. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |     400000 | PA      | $407892.18     | 0.00%             | 2030-01-14      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1015238.43    | 0.00%             | 2030-01-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $399220.98     | 0.00%             | 2030-05-19      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $605972.62     | 0.00%             | 2030-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    1600000 | PA      | $1602118.93    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                                                             | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $807893.14     | 0.00%             | 2030-03-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900QKLTY6MF4Y3P65       | Long             | DBT              | CORP              | US        |     200000 | PA      | $201386.08     | 0.00%             | 2028-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | NUSS              | UZ        |     600000 | PA      | $625960.36     | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    1600000 | PA      | $1644252.06    | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $415784.81     | 0.00%             | 2029-06-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                            | Hyundai Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $411386.61     | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    1800000 | PA      | $1869919.69    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    1800000 | PA      | $1812470.40    | 0.00%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A/S                                                         | Ulker Biskuvi Sanayi A/S                                                                                                      | CUSIP: N/A<br>LEI: 7890009HEU9BS7J3DA93       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $619398.32     | 0.00%             | 2031-07-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    1600000 | PA      | $1537850.07    | 0.00%             | 2034-02-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $949999.34     | 0.00%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     600000 | PA      | $565683.74     | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Card Co. Ltd.                                                            | Shinhan Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400VPS0FMK2WR8F98       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $409239.36     | 0.00%             | 2029-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1813586.27    | 0.00%             | 2031-03-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |     800000 | PA      | $839544.98     | 0.00%             | 2035-07-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $202797.65     | 0.00%             | 2030-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1844489.41    | 0.01%             | 2034-07-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Export Import Bank of Thailand                                                   | Export-Import Bank of Thailand                                                                                                | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | NUSS              | TH        |     600000 | PA      | $614566.52     | 0.00%             | 2029-05-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk 2 Spv Ltd.                                                       | Binghatti Sukuk 2 Spv Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 25490089SSHENI4Z8Y98       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $362480.18     | 0.00%             | 2030-08-07      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | Agence Francaise de Developpement EPIC                                                                                        | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    1600000 | PA      | $1596661.88    | 0.00%             | 2027-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cathaylife Singapore Pte. Ltd.                                                   | Cathaylife Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900XS5E0JG85JTY26       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $397419.75     | 0.00%             | 2039-09-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $424222.20     | 0.00%             | 2034-05-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Security Bank Corp.                                                              | Security Bank Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300JSVDZIR2CPTP95       | Long             | DBT              | CORP              | PH        |     400000 | PA      | $411448.85     | 0.00%             | 2029-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vestel Elektronik Sanayi ve Ticaret A/S                                          | Vestel Elektronik Sanayi ve Ticaret A/S                                                                                       | CUSIP: N/A<br>LEI: 789000X20ITI3ANQEL70       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $349318.07     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $602162.98     | 0.00%             | 2034-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                                | Alinma Sukuk Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $395753.67     | 0.00%             | 2036-01-23      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| MAR Finance LLC                                                                  | MAR Finance LLC                                                                                                               | CUSIP: N/A<br>LEI: 2763L3SGOM896H5KD452       | Long             | DBT              | CORP              | QA        |     400000 | PA      | $401338.64     | 0.00%             | 2030-05-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |     600000 | PA      | $591875.38     | 0.00%             | 2030-11-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                                                        | Advanced Info Service PCL                                                                                                     | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | DBT              | CORP              | TH        |     400000 | PA      | $391972.82     | 0.00%             | 2031-03-04      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings VI Ltd.                                  | China Great Wall International Holdings VI Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549002WXX0AM0J4J905       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $404413.44     | 0.00%             | 2028-04-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guangzhou Development District Investment Group Co. Ltd.                         | Guangzhou Development District Investment Group Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 300300HG02BNSLFE9S49       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $400117.94     | 0.00%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |     800000 | PA      | $809580.44     | 0.00%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBK BSC                                                                          | BBK BSC                                                                                                                       | CUSIP: N/A<br>LEI: 549300MCPF5HTBF8ZR90       | Long             | DBT              | CORP              | BH        |     600000 | PA      | $603785.60     | 0.00%             | 2029-06-06      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                     | NBK SPC Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300P1ANDK86KWB419       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $817101.13     | 0.00%             | 2030-06-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                             | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |     400000 | PA      | $404290.01     | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                             | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |     200000 | PA      | $201312.86     | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $976888.87     | 0.00%             | 2031-10-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $598574.92     | 0.00%             | 2029-10-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    1600000 | PA      | $1558816.88    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $600748.46     | 0.00%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd.                                                       | Khazanah Global Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | CORP              | MY        |     400000 | PA      | $400765.55     | 0.00%             | 2029-09-05      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Khazanah Capital Ltd.                                                            | Khazanah Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | CORP              | MY        |     400000 | PA      | $398317.71     | 0.00%             | 2034-09-05      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co.                              | International Finance Facility for Immunisation Co.                                                                           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | GB        |     170000 | PA      | $170147.29     | 0.00%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $412779.91     | 0.00%             | 2029-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank KB Indonesia Tbk. PT                                                        | Bank KB Indonesia Tbk. PT                                                                                                     | CUSIP: N/A<br>LEI: 254900AMT6QDVD6GO926       | Long             | DBT              | CORP              | ID        |     200000 | PA      | $200926.52     | 0.00%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GFH Senior Sukuk Ltd.                                                            | GFH Senior Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549006KGP87C90JH464       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $581997.34     | 0.00%             | 2029-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chouzhou International Investment Ltd.                                           | Chouzhou International Investment Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900G02LJVPHKXDT91       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $402492.54     | 0.00%             | 2028-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $826328.35     | 0.00%             | 2029-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |     200000 | PA      | $202525.03     | 0.00%             | 2029-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |     600000 | PA      | $613721.88     | 0.00%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1209923 | PA      | $1149555.91    | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1136410 | PA      | $1070205.87    | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                                    | Magellan Capital Holdings plc                                                                                                 | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202283.65     | 0.00%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Chinalco Capital Holdings Ltd.                                                   | Chinalco Capital Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $603906.43     | 0.00%             | 2028-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $600371.81     | 0.00%             | 2028-02-12      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     800000 | PA      | $761358.27     | 0.00%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     800000 | PA      | $762798.12     | 0.00%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $787201.97     | 0.00%             | 2030-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Warba Sukuk Ltd.                                                                 | Warba Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300BY1IZV1E6BKJ60       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $604923.98     | 0.00%             | 2029-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                                            | KSA Ijarah Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 558600OCHJOSSXHWLV71       | Long             | DBT              | NUSS              | KY        |    2600000 | PA      | $2555122.87    | 0.01%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1400000 | PA      | $1432063.26    | 0.00%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1800000 | PA      | $1883431.03    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                                 | Aragvi Finance International DAC                                                                                              | CUSIP: 03851RAD6<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $766155.14     | 0.00%             | 2029-11-20      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $613576.87     | 0.00%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    1095000 | PA      | $1141079.85    | 0.00%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     625000 | PA      | $638267.80     | 0.00%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1400000 | PA      | $1376346.58    | 0.00%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |     200000 | PA      | $197667.60     | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ajman Senior Sukuk Ltd.                                                          | Ajman Senior Sukuk Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549009WM9EBCS9SB022       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $598611.90     | 0.00%             | 2030-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                                            | KSA Ijarah Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 558600OCHJOSSXHWLV71       | Long             | DBT              | NUSS              | KY        |    1400000 | PA      | $1375725.18    | 0.00%             | 2030-09-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $396826.15     | 0.00%             | 2030-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd.                                                                 | Riyad Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300P8GI2KKEMZUH97       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1203710.76    | 0.00%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| LOTTE Property & Development Co. Ltd.                                            | LOTTE Property & Development Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 988400OLPNHXNWSTMB93       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $199576.51     | 0.00%             | 2028-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                       | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $201922.01     | 0.00%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zhangzhou Jiulongjiang Group Co. Ltd.                                            | Zhangzhou Jiulongjiang Group Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 30030040TUNWHOUW2348       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $400748.23     | 0.00%             | 2028-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |     600000 | PA      | $597764.86     | 0.00%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |     200000 | PA      | $204082.60     | 0.00%             | 2029-10-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $983755.88     | 0.00%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $399054.08     | 0.00%             | 2035-03-10      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $811552.01     | 0.00%             | 2030-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tata Capital Ltd.                                                                | Tata Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800TXSHN87ZZ57925       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $404169.28     | 0.00%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Great Eastern Life Assurance Co. Ltd. (The)                                      | Great Eastern Life Assurance Co. Ltd. (The)                                                                                   | CUSIP: N/A<br>LEI: XILNWRPRTWRS0ELWD465       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $401301.07     | 0.00%             | 2032-01-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ST Engineering RHQ Ltd.                                                          | ST Engineering RHQ Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 25490014OV6DNV4XHI25       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $797936.50     | 0.00%             | 2030-05-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $792322.74     | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1180527.40    | 0.00%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                         | Baiterek National Investment Holding JSC                                                                                      | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |     600000 | PA      | $607675.28     | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                       | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $794587.44     | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $608378.15     | 0.00%             | 2030-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $599105.25     | 0.00%             | 2030-01-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $403548.46     | 0.00%             | 2028-03-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |     400000 | PA      | $403822.31     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $401476.42     | 0.00%             | 2030-02-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $576723.43     | 0.00%             | 2035-10-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hengjian International Investment Ltd.                                           | Hengjian International Investment Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003009ZQDYGEQ6JXB25       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $399154.05     | 0.00%             | 2028-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk Difc Ltd.                                                              | DAE Sukuk Difc Ltd.                                                                                                           | CUSIP: YK7914392<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     600000 | PA      | $579160.95     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     400000 | PA      | $394417.17     | 0.00%             | 2031-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1600000 | PA      | $1577684.66    | 0.00%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Boubyan Sukuk Ltd.                                                               | Boubyan Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300T2HAD9JJ1YV324       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $601246.90     | 0.00%             | 2030-06-04      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $794064.19     | 0.00%             | 2030-05-27      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                                | Alinma Sukuk Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $600790.60     | 0.00%             | 2030-07-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd.                                                             | Coastal Emerald Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $602277.31     | 0.00%             | 2028-04-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | Uzbekneftegaz JSC                                                                                                             | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | NUSS              | UZ        |    1200000 | PA      | $1288575.03    | 0.00%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1592551.90    | 0.00%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1191044.31    | 0.00%             | 2032-05-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     800000 | PA      | $814320.68     | 0.00%             | 2037-07-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    1800000 | PA      | $1775250.00    | 0.00%             | 2033-07-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                                  | Ciudad Autonoma De Buenos Aires                                                                                               | CUSIP: N/A<br>LEI: 5299007MC8RF52X0ON96       | Long             | DBT              | NUSS              | AR        |     600000 | PA      | $621922.97     | 0.00%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $601302.39     | 0.00%             | 2028-03-04      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Central Plaza Development Ltd.                                                   | Central Plaza Development Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900HLDKFNM2WUVJ54       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $399411.37     | 0.00%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $794814.77     | 0.00%             | 2030-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                       | Sobha Sukuk I Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $751655.87     | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Soar Wise Ltd.                                                                   | Soar Wise Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2138001423MK8G3BNM68       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197698.63     | 0.00%             | 2028-03-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                                                                   | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $981596.39     | 0.00%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $399014.37     | 0.00%             | 2028-11-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1824627.88    | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1221767.20    | 0.00%             | 2035-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    1000000 | PA      | $1003001.11    | 0.00%             | 2028-05-28      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $402569.57     | 0.00%             | 2030-05-28      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $401489.46     | 0.00%             | 2030-03-07      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1600000 | PA      | $1477526.77    | 0.00%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $393934.28     | 0.00%             | 2033-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2800000 | PA      | $2757484.23    | 0.01%             | 2031-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2800000 | PA      | $2751791.37    | 0.01%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3600000 | PA      | $3454115.42    | 0.01%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji A/S                                                   | Limak Yenilenebilir Enerji A/S                                                                                                | CUSIP: N/A<br>LEI: 789000WFO2FHRONHFN18       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $600336.16     | 0.00%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2400000 | PA      | $2372743.40    | 0.01%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                                                 | Sobha Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $392967.78     | 0.00%             | 2029-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hana Securities Co. Ltd.                                                         | Hana Securities Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300EYQ6V322IGFP59       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $402742.02     | 0.00%             | 2028-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $599111.89     | 0.00%             | 2030-02-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $596321.41     | 0.00%             | 2030-03-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1600000 | PA      | $1689596.17    | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |     800000 | PA      | $814497.45     | 0.00%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1400000 | PA      | $1510893.06    | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $1013253.07    | 0.00%             | 2035-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $600614.92     | 0.00%             | 2028-07-16      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $1006401.34    | 0.00%             | 2028-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    1000000 | PA      | $1003817.46    | 0.00%             | 2028-02-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    2000000 | PA      | $2050103.50    | 0.01%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCB Shipping & Aviation Leasing Corp. Ltd.                                       | CCB Shipping & Aviation Leasing Corp. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 836800V637O21R4LHK69       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $801324.70     | 0.00%             | 2028-09-17      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |     500000 | PA      | $500739.52     | 0.00%             | 2036-01-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Ardshinbank CJSC                                                                 | Ardshinbank CJSC                                                                                                              | CUSIP: N/A<br>LEI: 549300DCGXFXAP2FEV07       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $603990.21     | 0.00%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $598699.32     | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                               | Egyptian Financial Co. for Sovereign Taskeek (The)                                                                            | CUSIP: N/A<br>LEI: 894500CX5LI3HIC87H85       | Long             | DBT              | NUSS              | EG        |     800000 | PA      | $819625.38     | 0.00%             | 2032-10-07      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                               | Egyptian Financial Co. for Sovereign Taskeek (The)                                                                            | CUSIP: N/A<br>LEI: 894500CX5LI3HIC87H85       | Long             | DBT              | NUSS              | EG        |     800000 | PA      | $795116.47     | 0.00%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TT Varlik Kiralama A/S                                                           | TT Varlik Kiralama A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000JWDAT89FS8JB90       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $598698.01     | 0.00%             | 2030-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AL Jawaher Assets Co. Spc                                                        | AL Jawaher Assets Co. Spc                                                                                                     | CUSIP: N/A<br>LEI: 6354007IHCAYDAUAAY02       | Long             | DBT              | CORP              | OM        |     600000 | PA      | $590010.49     | 0.00%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |    5000000 | PA      | $4878419.92    | 0.01%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Inventive Global Investments Ltd.                                                | Inventive Global Investments Ltd.                                                                                             | CUSIP: N/A<br>LEI: 2221005EX2X7ALDBEA02       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $198965.41     | 0.00%             | 2027-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inventive Global Investments Ltd.                                                | Inventive Global Investments Ltd.                                                                                             | CUSIP: N/A<br>LEI: 2221005EX2X7ALDBEA02       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $599848.04     | 0.00%             | 2028-11-19      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1000000 | PA      | $1040986.32    | 0.00%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1600000 | PA      | $1707822.37    | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1617868.70    | 0.00%             | 2030-09-24      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1665363.41    | 0.00%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1400000 | PA      | $1431614.83    | 0.00%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $602550.68     | 0.00%             | 2036-07-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1800000 | PA      | $1818303.97    | 0.00%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2400000 | PA      | $2425099.42    | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $608573.31     | 0.00%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $788619.08     | 0.00%             | 2035-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |     400000 | PA      | $396007.96     | 0.00%             | 2036-04-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mashreq AL Islami Sukuk Co. Ltd.                                                 | Mashreq AL Islami Sukuk Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900AIOT8L0TZT5O08       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $403678.21     | 0.00%             | 2030-04-22      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $824726.75     | 0.00%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $600530.37     | 0.00%             | 2031-01-13      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $620403.47     | 0.00%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank Muscat SAOG                                                                 | Bank Muscat SAOG                                                                                                              | CUSIP: N/A<br>LEI: 549300HC6W6OEXV7SY67       | Long             | DBT              | CORP              | OM        |     600000 | PA      | $593578.15     | 0.00%             | 2030-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk 2 Spv Ltd.                                                       | Binghatti Sukuk 2 Spv Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 25490089SSHENI4Z8Y98       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $555126.70     | 0.00%             | 2029-07-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $392595.80     | 0.00%             | 2031-02-11      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                         | Baiterek National Investment Holding JSC                                                                                      | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |     400000 | PA      | $396110.20     | 0.00%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Science City Guangzhou Investment Group Co. Ltd.                                 | Science City Guangzhou Investment Group Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 30030084X5FIH4GPJV94       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $404235.40     | 0.00%             | 2027-04-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KIB Sukuk Ltd.                                                                   | KIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300V0VTU1EFELEI08       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197051.64     | 0.00%             | 2036-04-16      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Sovereign Sukuk SAOC                                                                                                     | CUSIP: N/A<br>LEI: 549300KM6RUZQLK8LU36       | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $788983.41     | 0.00%             | 2033-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Burgan Senior SPC Ltd.                                                           | Burgan Senior SPC Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 558600G8B5ZWQJ91NK28       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $595302.99     | 0.00%             | 2030-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BDO Unibank, Inc.                                                                | BDO Unibank, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 3FGIIBS1PEI1FYQBGN97       | Long             | DBT              | CORP              | PH        |     600000 | PA      | $597040.97     | 0.00%             | 2030-12-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Guangzhou Development District Holding Group Co. Ltd.                            | Guangzhou Development District Holding Group Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 300300QQG6PN8Y25MV22       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $599500.98     | 0.00%             | 2027-11-28      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1405483.14    | 0.00%             | 2035-06-24      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Shin Kong Life Singapore Pte. Ltd.                                               | Shin Kong Life Singapore Pte. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 9845008AEF61S9A2LB52       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $419152.60     | 0.00%             | 2035-06-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $601657.47     | 0.00%             | 2028-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $400595.06     | 0.00%             | 2029-02-12      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                                   | China Everbright Bank Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300WVNR4RWTGIV379       | Long             | DBT              | CORP              | CN        |     404000 | PA      | $404217.12     | 0.00%             | 2028-05-22      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                    | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |     700000 | PA      | $700239.15     | 0.00%             | 2030-06-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peak RE Bvi Holding Ltd.                                                         | Peak RE Bvi Holding Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300KB2UHI8ALPSD62       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $401269.97     | 0.00%             | 2030-11-05      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1562762.00    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |    3200000 | PA      | $3157715.10    | 0.01%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Zhengzhou Urban Construction Investment Group Co. Ltd.                           | Zhengzhou Urban Construction Investment Group Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 300300KEJJ0EE1MVS913       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $403063.65     | 0.00%             | 2028-06-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |    2400000 | PA      | $2437367.28    | 0.01%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $608881.60     | 0.00%             | 2036-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1200000 | PA      | $1225619.49    | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1200000 | PA      | $1212204.97    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |    3000000 | PA      | $2966524.83    | 0.01%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                            | Momentive Performance Materials, Inc.                                                                                         | CUSIP: N/A<br>LEI: H2OFQI2FJX0T8IHKL414       | Long             | DBT              | CORP              | US        |     600000 | PA      | $595616.24     | 0.00%             | 2028-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $611058.48     | 0.00%             | 2033-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198446.22     | 0.00%             | 2029-01-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $782778.56     | 0.00%             | 2032-01-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1185898.10    | 0.00%             | 2036-01-22      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    1000000 | PA      | $1002940.14    | 0.00%             | 2028-09-11      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                                              | NH Investment & Securities Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300LQ6NXDW1B8NT42       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $400029.07     | 0.00%             | 2030-07-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                            | Hikma Finance USA LLC                                                                                                         | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |     600000 | PA      | $598578.50     | 0.00%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                                              | NH Investment & Securities Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300LQ6NXDW1B8NT42       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200155.04     | 0.00%             | 2028-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| China Modern Dairy Holdings Ltd.                                                 | China Modern Dairy Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300TAELI2JXTKK009       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $395410.92     | 0.00%             | 2030-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QIC Cayman Ltd.                                                                  | QIC Cayman Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300ZO9661UN55F475       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $588208.35     | 0.00%             | 2031-04-10      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Pioneer Reward Ltd.                                                              | Pioneer Reward Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800S7P8CY8UE2TH93       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $400406.51     | 0.00%             | 2028-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| KB Capital Co. Ltd.                                                              | KB Capital Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 988400HPGU3QJ70HQO82       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $195696.40     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |    1400000 | PA      | $1388123.90    | 0.00%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $974402.95     | 0.00%             | 2035-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930047DU4WCPOIO219       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $601435.25     | 0.00%             | 2028-10-21      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |     467000 | PA      | $468303.73     | 0.00%             | 2028-12-03      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    2000000 | PA      | $1928855.74    | 0.01%             | 2035-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    1000000 | PA      | $984439.50     | 0.00%             | 2028-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                                                              | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |    1200000 | PA      | $1193303.02    | 0.00%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $984154.22     | 0.00%             | 2031-01-13      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Credit Solutions Pte. Ltd.                                      | Clifford Capital Credit Solutions Pte. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |     600000 | PA      | $595613.80     | 0.00%             | 2031-01-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Asset Finance Pte. Ltd.                                         | Clifford Capital Asset Finance Pte. Ltd.                                                                                      | CUSIP: N/A<br>LEI: 213800L5FSDO5XT2PB37       | Long             | DBT              | NUSS              | SG        |     600000 | PA      | $594417.87     | 0.00%             | 2029-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |     200000 | PA      | $197031.75     | 0.00%             | 2029-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                                                        | China Resources Land Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $395434.84     | 0.00%             | 2028-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $590920.85     | 0.00%             | 2031-01-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Swire Properties MTN Financing Ltd.                                              | Swire Properties MTN Financing Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300MYFUCWFUIC4803       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $396418.15     | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Omniyat Sukuk 1 Ltd.                                                             | Omniyat Sukuk 1 Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900RFKE3XFTFFLM58       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $356769.96     | 0.00%             | 2031-03-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $94200.15      | 0.00%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $995055.59     | 0.00%             | 2028-12-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific Mtn Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $402780.79     | 0.00%             | 2032-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TPAO Varlik Kiralama ASA                                                         | TPAO Varlik Kiralama ASA                                                                                                      | CUSIP: N/A<br>LEI: 789000L95BI6V730WX84       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $591864.83     | 0.00%             | 2031-03-04      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $380620.32     | 0.00%             | 2035-10-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Link Finance Cayman 2009 Ltd. (The)                                              | Link Finance Cayman 2009 Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900J10LHB6JOSNR19       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $591423.68     | 0.00%             | 2036-02-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Sukuk Ventures                                                            | Global Sukuk Ventures                                                                                                         | CUSIP: N/A<br>LEI: 529900O7Y19DFQY7AW02       | Long             | DBT              | NUSS              | QA        |    3000000 | PA      | $2934310.08    | 0.01%             | 2035-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |     600000 | PA      | $589586.42     | 0.00%             | 2028-11-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $583238.87     | 0.00%             | 2031-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $990000.00     | 0.00%             | 2036-03-16      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| State Oil Co. of the Azerbaijan Republic                                         | State Oil Co. of the Azerbaijan Republic                                                                                      | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |     822000 | PA      | $884895.43     | 0.00%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Chouzhou International Investment Ltd.                                           | Chouzhou International Investment Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900G02LJVPHKXDT91       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $597886.62     | 0.00%             | 2028-09-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $393330.01     | 0.00%             | 2035-10-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fubon Life Singapore Pte. Ltd.                                                   | Fubon Life Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900KNH3ADQ8AQK667       | Long             | DBT              | CORP              | SG        |     800000 | PA      | $793061.35     | 0.00%             | 2035-12-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $406014.19     | 0.00%             | 2035-09-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     600000 | PA      | $597136.49     | 0.00%             | 2031-02-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |     400000 | PA      | $393639.44     | 0.00%             | 2030-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1500000 | PA      | $383022.97     | 0.00%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     200100 | PA      | $202261.99     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    1000000 | PA      | $934331.02     | 0.00%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    1400000 | PA      | $1319275.81    | 0.00%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon                                                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    1000000 | PA      | $977210.84     | 0.00%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    1000000 | PA      | $981484.06     | 0.00%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    1400000 | PA      | $1373805.68    | 0.00%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |     600000 | PA      | $592557.10     | 0.00%             | 2037-02-05      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |     400000 | PA      | $389688.53     | 0.00%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1855000 | PA      | $1917863.63    | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    2000000 | PA      | $2040366.79    | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $589957.03     | 0.00%             | 2031-01-29      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |     400000 | PA      | $394141.95     | 0.00%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minmetals Capitals & Securities, Inc.                                            | Minmetals Capitals & Securities, Inc.                                                                                         | CUSIP: N/A<br>LEI: 836800XQOVGUPZWP5093       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $597730.38     | 0.00%             | 2029-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $799673.90     | 0.00%             | 2031-01-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $394732.04     | 0.00%             | 2031-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | Abu Dhabi Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $388182.78     | 0.00%             | 2031-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |      30000 | PA      | $29515.87      | 0.00%             | 2033-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1994471.49    | 0.01%             | 2036-01-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | NUSS              | IL        |     600000 | PA      | $596159.00     | 0.00%             | 2038-01-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MHP Lux SA                                                                       | MHP Lux SA                                                                                                                    | CUSIP: N/A<br>LEI: 222100RHC7R1WZ1J3M44       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $613795.33     | 0.00%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CDBL Funding 1                                                                   | CDBL Funding 1                                                                                                                | CUSIP: N/A<br>LEI: 254900PLOF8VWTAH3F83       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $396275.38     | 0.00%             | 2031-02-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    1400000 | PA      | $1368495.44    | 0.00%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |     800000 | PA      | $782588.31     | 0.00%             | 2034-09-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                            | Incora Top Holdco LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     152155 | PA      | $37627.81      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Wolverine Escrow LLC                                                             | Wolverine Escrow LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     508000 | PA      | $0.05          | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     509421 | PA      | $469090.14     | 0.00%             | 2079-12-31      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     914081 | PA      | $841713.10     | 0.00%             | 2079-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     525271 | PA      | $483685.29     | 0.00%             | 2079-12-31      | Floating      | 14.67%                | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1274925 | PA      | $564154.41     | 0.00%             | 2079-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                            | INCORA TOP HOLDCO LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       7240 | NS      | $44743.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $580806.75     | 0.00%             | 2037-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1400000 | PA      | $1521387.55    | 0.00%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSCEC Finance Cayman II Ltd.                                                     | CSCEC Finance Cayman II Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 875500KAF75J5845AA17       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $395997.40     | 0.00%             | 2027-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Life plc                                                                | Standard Life plc                                                                                                             | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     450000 | PA      | $450845.61     | 0.00%             | 2027-07-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1200000 | PA      | $1228681.04    | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $594263.34     | 0.00%             | 2027-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                                                  | SGSP Australia Assets Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |     200000 | PA      | $197641.29     | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                               | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $395094.22     | 0.00%             | 2028-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1200000 | PA      | $1168510.71    | 0.00%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1400000 | PA      | $1207313.54    | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                               | CFAMC III Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $600323.59     | 0.00%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    4310000 | PA      | $3588083.03    | 0.01%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                                   | Hindustan Petroleum Corp. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $396823.33     | 0.00%             | 2027-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1000000 | PA      | $258039.24     | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $996574.79     | 0.00%             | 2027-07-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                                  | Ciudad Autonoma De Buenos Aires                                                                                               | CUSIP: N/A<br>LEI: 5299007MC8RF52X0ON96       | Long             | DBT              | NUSS              | AR        |     600030 | PA      | $605538.56     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    5000000 | PA      | $4914136.32    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    1200000 | PA      | $1180230.28    | 0.00%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     505000 | PA      | $131394.59     | 0.00%             | 2035-11-02      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     660000 | PA      | $167336.43     | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     600000 | PA      | $586217.49     | 0.00%             | 2029-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oil India International Pte. Ltd.                                                | Oil India International Pte. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 529900MQ8CL8FLAGEQ79       | Long             | DBT              | CORP              | SG        |     415000 | PA      | $412134.87     | 0.00%             | 2027-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    1000000 | PA      | $558812.59     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1200000 | PA      | $1264859.45    | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    2000000 | PA      | $1790631.08    | 0.00%             | 2046-06-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                              | Eldorado Gold Corp.                                                                                                           | CUSIP: N/A<br>LEI: 5493004PWQ01YDD1IH62       | Long             | DBT              | CORP              | CA        |     500000 | PA      | $499579.81     | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fairfax India Holdings Corp.                                                     | Fairfax India Holdings Corp.                                                                                                  | CUSIP: N/A<br>LEI: 549300K2JHXU7AX7CV78       | Long             | DBT              | CORP              | CA        |     500000 | PA      | $478129.60     | 0.00%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1250951.22    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1071634.49    | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1028933.55    | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |    1610000 | PA      | $1582191.12    | 0.00%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                            | Hudbay Minerals, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 894500LX3TMESP27BE29       | Long             | DBT              | CORP              | CA        |     535000 | PA      | $537336.98     | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd.                                                      | Petronas Energy Canada Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $575497.20     | 0.00%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement, Inc.                                                           | St. Marys Cement, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 5493009981WBHS86CJ89       | Long             | DBT              | CORP              | CA        |     400000 | PA      | $413096.14     | 0.00%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |    5015000 | PA      | $5012590.22    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                         | AI Candelaria -spain- SA                                                                                                      | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |     500000 | PA      | $453770.58     | 0.00%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                                             | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      61424 | OU      | $72090.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                            | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $617763.40     | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $544239.69     | 0.00%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $410668.08     | 0.00%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $849349.57     | 0.00%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $608324.67     | 0.00%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $721878.46     | 0.00%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $916191.41     | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $443618.99     | 0.00%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $365483.56     | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $392595.97     | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $494086.99     | 0.00%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1021122.68    | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1031575.52    | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $393008.74     | 0.00%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascot Group Ltd.                                                                 | Ascot Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800DJV7WRJBE2II28       | Long             | DBT              | CORP              | BM        |      30000 | PA      | $30662.14      | 0.00%             | 2035-06-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |     451000 | PA      | $450835.85     | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |     230000 | PA      | $213319.23     | 0.00%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |     500000 | PA      | $435686.58     | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |     710000 | PA      | $705070.97     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    1135000 | PA      | $1030381.01    | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |     460000 | PA      | $462184.63     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |     760000 | PA      | $527541.94     | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    1195000 | PA      | $1201712.48    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                            | Bioceanico Sovereign Certificate Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     510621 | PA      | $421137.92     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                      | Biocon Biologics Global plc                                                                                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $804408.80     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: —       |
| Borr IHC Ltd.                                                                    | Borr IHC Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900WQF2MM46DNLY83       | Long             | DBT              | CORP              | US        |    1195122 | PA      | $1245400.75    | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                                    | Borr IHC Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900WQF2MM46DNLY83       | Long             | DBT              | CORP              | US        |     541748 | PA      | $569341.38     | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Central American Bottling Corp.                                                  | Central American Bottling Corp.                                                                                               | CUSIP: N/A<br>LEI: 549300DT8SH0CF6BTT37       | Long             | DBT              | CORP              | VG        |    1094000 | PA      | $1079920.36    | 0.00%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Southern Power Grid International Finance BVI Co. Ltd.                     | China Southern Power Grid International Finance BVI Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |     400000 | PA      | $396907.04     | 0.00%             | 2027-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                                                     | GUSAP III LP                                                                                                                  | CUSIP: N/A<br>LEI: 549300WY05UJ7WTHIN64       | Long             | DBT              | CORP              | US        |     400000 | PA      | $445269.69     | 0.00%             | 2044-04-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CSN Inova Ventures                                                               | CSN Inova Ventures                                                                                                            | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1022964.14    | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                         | CT Trust                                                                                                                      | CUSIP: N/A<br>LEI: 213800MJB7WO427HQD34       | Long             | DBT              | CORP              | GT        |     800000 | PA      | $766649.35     | 0.00%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Digicel International Finance Ltd.                                               | Digicel International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2080342.90    | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                              | Energuate Trust 2 0                                                                                                           | CUSIP: N/A<br>LEI: 2549000ZL9MU01FZK194       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $801350.13     | 0.00%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ENN Energy Holdings Ltd.                                                         | ENN Energy Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $799133.17     | 0.00%             | 2027-05-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ENN Energy Holdings Ltd.                                                         | ENN Energy Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $550312.84     | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                          | C&W Senior Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 213800CG16G1YMJRCG10       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $819349.35     | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                                    | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $774365.61     | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Endeavour Mining plc                                                             | Endeavour Mining plc                                                                                                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $613816.11     | 0.00%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                                                   | Golar LNG Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |     600000 | PA      | $614418.46     | 0.00%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Ltd.                                                                  | Grupo Aval Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300J4FW1ELLQ80113       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $940009.19     | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Industrial Subordinated Trust 2 0                                                | Industrial Subordinated Trust 2 0                                                                                             | CUSIP: N/A<br>LEI: 254900WSJBB5525DL518       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $812106.34     | 0.00%             | 2036-04-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: —       |
| Investment Energy Resources Ltd.                                                 | Investment Energy Resources Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900A71Y7WHN7L5K89       | Long             | DBT              | CORP              | BM        |     800000 | PA      | $799927.30     | 0.00%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                              | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $591442.25     | 0.00%             | 2031-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                              | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1158943.45    | 0.00%             | 2036-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |     473543 | PA      | $484992.39     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |     441389 | PA      | $420349.76     | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARB BondCo plc                                                                  | MARB BondCo plc                                                                                                               | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1074414.42    | 0.00%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1105448.49    | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1196573.19    | 0.00%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1390575.49    | 0.00%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $778311.90     | 0.00%             | 2031-05-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $584413.69     | 0.00%             | 2032-11-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $970340.56     | 0.00%             | 2035-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |     610000 | PA      | $608169.23     | 0.00%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                                 | Sable International Finance Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2138009IE9A35LO5JS73       | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $997628.73     | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Sinopec Capital 2013 Ltd.                                                        | Sinopec Capital 2013 Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |     650000 | PA      | $581399.00     | 0.00%             | 2043-04-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd.                                     | Sinopec Group Overseas Development 2013 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900F9XKMFEV9DNO17       | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $1233725.17    | 0.00%             | 2043-10-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2016 Ltd.                                     | Sinopec Group Overseas Development 2016 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002BJODD4TLAOX51       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $532504.99     | 0.00%             | 2046-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $400861.16     | 0.00%             | 2028-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $185396.67     | 0.00%             | 2048-09-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $576575.61     | 0.00%             | 2029-08-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $640760.40     | 0.00%             | 2049-08-08      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $1149712.89    | 0.00%             | 2029-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $306872.62     | 0.00%             | 2049-11-12      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    2400000 | PA      | $2270228.28    | 0.01%             | 2030-05-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $602264.80     | 0.00%             | 2050-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    1700000 | PA      | $1566104.65    | 0.00%             | 2031-01-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |     600000 | PA      | $430807.96     | 0.00%             | 2051-01-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Sinopec Group Overseas Development 2015 Ltd.                                     | Sinopec Group Overseas Development 2015 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002Z28NLP3WPFH36       | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $1049514.19    | 0.00%             | 2045-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $199047.92     | 0.00%             | 2027-04-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $353963.53     | 0.00%             | 2047-04-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |     825000 | PA      | $814862.00     | 0.00%             | 2027-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $170228.71     | 0.00%             | 2047-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                             | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |     800000 | PA      | $758395.58     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment 2014 Ltd.                                         | State Grid Overseas Investment 2014 Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |     400000 | PA      | $395310.80     | 0.00%             | 2044-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    2500000 | PA      | $2484503.30    | 0.01%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $348027.55     | 0.00%             | 2047-05-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $801381.55     | 0.00%             | 2028-05-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $367881.68     | 0.00%             | 2030-09-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |     800000 | PA      | $764186.67     | 0.00%             | 2027-09-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    2000000 | PA      | $1761792.46    | 0.00%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $953354.23     | 0.00%             | 2028-04-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    1400000 | PA      | $1267262.57    | 0.00%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $200170.36     | 0.00%             | 2027-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $403812.94     | 0.00%             | 2032-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900BA3U6G5DNV5V04       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $804730.47     | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                                  | WE Soda Investments Holding plc                                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1010342.60    | 0.00%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                                  | WE Soda Investments Holding plc                                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $398849.87     | 0.00%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                         | XP, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $404292.92     | 0.00%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1274687.47    | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |     525000 | PA      | $576462.22     | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $639534.19     | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $628965.95     | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $416060.00     | 0.00%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Adecoagro SA                                                                     | Adecoagro SA                                                                                                                  | CUSIP: N/A<br>LEI: 529900Q00UR5LFELO811       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $494152.61     | 0.00%             | 2032-07-29      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                                               | Aegea Finance SARL                                                                                                            | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $673286.99     | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Aegea Finance SARL                                                               | Aegea Finance SARL                                                                                                            | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $580581.17     | 0.00%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Amaggi Luxembourg International SARL                                             | Amaggi Luxembourg International SARL                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     800000 | PA      | $788476.14     | 0.00%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Saavi Energia SARL                                                               | Saavi Energia SARL                                                                                                            | CUSIP: N/A<br>LEI: 254900A2V0IO8K56UH35       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1112662.65    | 0.00%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Sabesp Lux SARL                                                                  | Sabesp Lux SARL                                                                                                               | CUSIP: N/A<br>LEI: 984500C7VFFH4QD3B757       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $593833.09     | 0.00%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                                     | Acu Petroleo Luxembourg SARL                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     421819 | PA      | $430932.54     | 0.00%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                                   | Chile Electricity Lux MPC SARL                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |     688000 | PA      | $715523.23     | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II SARL                                                | Chile Electricity Lux Mpc II SARL                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    1368507 | PA      | $1394320.63    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II SARL                                                | Chile Electricity Lux MPC II SARL                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |     582523 | PA      | $596637.95     | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $547436.58     | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $411112.81     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $487312.26     | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Eagle Funding Luxco SARL                                                         | Eagle Funding Luxco SARL                                                                                                      | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |   11750000 | PA      | $11840512.36   | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II SARL                                                 | Tierra Mojada Luxembourg II SARL                                                                                              | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |     654496 | PA      | $645684.71     | 0.00%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg SARL                                                               | FS Luxembourg SARL                                                                                                            | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $583979.29     | 0.00%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg SARL                                                               | FS Luxembourg SARL                                                                                                            | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $371791.94     | 0.00%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Gol Finance, Inc.                                                                | Gol Finance, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300FRXVB8W0960Y03       | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1902305.38    | 0.01%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Guara Norte SARL                                                                 | Guara Norte SARL                                                                                                              | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |     626152 | PA      | $614911.98     | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |    1631103 | PA      | $1525374.15    | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |     720000 | PA      | $723406.86     | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $747182.41     | 0.00%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1077112.15    | 0.00%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $853359.65     | 0.00%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Movida Europe SA                                                                 | Movida Europe SA                                                                                                              | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $397795.97     | 0.00%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Constellation Oil Services Holding SA                                            | Constellation Oil Services Holding SA                                                                                         | CUSIP: N/A<br>LEI: 5493005YJTU769NW5I10       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $628910.33     | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                             | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $633620.54     | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                             | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | DBT              | CORP              | LU        |     545000 | PA      | $567639.29     | 0.00%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation SARL                                                         | Nova Securitisation SARL                                                                                                      | CUSIP: N/A<br>LEI: 636700QG9R13IDZO4Y16       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $975425.75     | 0.00%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation SARL                                                         | Nova Securitisation SARL                                                                                                      | CUSIP: N/A<br>LEI: 636700QG9R13IDZO4Y16       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $387237.36     | 0.00%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oceanica Lux                                                                     | Oceanica Lux                                                                                                                  | CUSIP: N/A<br>LEI: 635400VU48WVABC1TO64       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $214000.00     | 0.00%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Rumo Luxembourg SARL                                                             | Rumo Luxembourg SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $391839.31     | 0.00%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Rumo Luxembourg SARL                                                             | Rumo Luxembourg SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $530829.15     | 0.00%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $544394.56     | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $642566.41     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $544103.60     | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     985000 | PA      | $535417.60     | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $328500.00     | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $395741.96     | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |     900000 | PA      | $853314.22     | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $396605.61     | 0.00%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                                     | PRIO Luxembourg Holding SARL                                                                                                  | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $598757.40     | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Simpar Europe SA                                                                 | Simpar Europe SA                                                                                                              | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $521683.56     | 0.00%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Usiminas International SARL                                                      | Usiminas International SARL                                                                                                   | CUSIP: N/A<br>LEI: 529900KLYX6QPXVIVP43       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $413488.41     | 0.00%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                   | CUSIP: N/A<br>LEI: 9845007D0DF0BEFD8D97       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $632049.89     | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Acwa Power Management & Investments One Ltd.                                     | Acwa Power Management & Investments One Ltd.                                                                                  | CUSIP: N/A<br>LEI: 635400M3OWQGQBZOYO38       | Long             | DBT              | CORP              | AE        |     362356 | PA      | $363261.89     | 0.00%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ruwais Power Co. PJSC                                                            | Ruwais Power Co. PJSC                                                                                                         | CUSIP: N/A<br>LEI: 635400CH1S8AGGXHLZ09       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $813605.07     | 0.00%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $2090234.05    | 0.01%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $750916.55     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $826000.00     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $402611.49     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $579657.50     | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $472331.39     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $465650.78     | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                                  | MV24 Capital BV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     694030 | PA      | $699193.26     | 0.00%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |     649000 | PA      | $642473.15     | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $969699.15     | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $601012.45     | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |    1000000 | PA      | $1016524.80    | 0.00%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    1057000 | PA      | $1012675.93    | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $826433.43     | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1060528.01    | 0.00%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1644943.65    | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1149083.72    | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $937102.10     | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Motherson Global Investments BV                                                  | Motherson Global Investments BV                                                                                               | CUSIP: N/A<br>LEI: 549300IC3G64XN1ETG11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $405482.29     | 0.00%             | 2029-07-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sigma Finance Netherlands BV                                                     | Sigma Finance Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300K5R8C331KIC659       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $402236.13     | 0.00%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Yinson Bergenia Production BV                                                    | Yinson Bergenia Production BV                                                                                                 | CUSIP: N/A<br>LEI: 549300JDIAWKPMZD5256       | Long             | DBT              | CORP              | NL        |    1184040 | PA      | $1271709.00    | 0.00%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                     | Yinson Boronia Production BV                                                                                                  | CUSIP: N/A<br>LEI: 5493007X12FTT746N678       | Long             | DBT              | CORP              | NL        |     971460 | PA      | $1074829.57    | 0.00%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $401671.06     | 0.00%             | 2030-06-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Shanhai Hong Kong International Investments Ltd.                                 | Shanhai Hong Kong International Investments Ltd.                                                                              | CUSIP: N/A<br>LEI: 300300D8WPVL1SP9AS22       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $399727.17     | 0.00%             | 2028-04-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $399559.85     | 0.00%             | 2028-07-02      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $200552.49     | 0.00%             | 2028-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 529900JQUPIQW0D5RA73       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $200463.56     | 0.00%             | 2028-03-24      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur SA                                                     | Atlantica Transmision Sur SA                                                                                                  | CUSIP: N/A<br>LEI: 549300PQCSQSSZTVDH16       | Long             | DBT              | CORP              | PE        |     354600 | PA      | $378539.42     | 0.00%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $409768.66     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $631193.03     | 0.00%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $414403.39     | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: N/A<br>LEI: 254900FO1PHX49ZIGB14       | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $514729.30     | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: N/A<br>LEI: 254900FO1PHX49ZIGB14       | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $985831.98     | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                                                                          | CUSIP: N/A<br>LEI: 254900KJA5MXNPYB4W32       | Long             | DBT              | CORP              | DO        |     600000 | PA      | $622888.37     | 0.00%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     918000 | PA      | $941053.99     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     431000 | PA      | $457890.91     | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     998000 | PA      | $905103.52     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1100000 | PA      | $1229234.59    | 0.00%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1050000 | PA      | $1122805.63    | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1100000 | PA      | $1236966.39    | 0.00%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                     | Agrosuper SA                                                                                                                  | CUSIP: N/A<br>LEI: 5493006KNWOGYPTZZ371       | Long             | DBT              | CORP              | CL        |     450000 | PA      | $430997.04     | 0.00%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sigma Foods SAB de CV                                                            | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $640558.53     | 0.00%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $560557.31     | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $521548.85     | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                                                              | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $627162.42     | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Autoridad del Canal de Panama                                                    | Autoridad del Canal de Panama                                                                                                 | CUSIP: N/A<br>LEI: 549300W1ISP1PW2J2P64       | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $196742.19     | 0.00%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                               | AES Panama Generation Holdings SRL                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |    1306913 | PA      | $1230203.87    | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                      | Commonwealth of the Bahamas                                                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     610000 | PA      | $682478.27     | 0.00%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                      | Commonwealth of the Bahamas                                                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    1200000 | PA      | $1340801.35    | 0.00%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Becle SAB de CV                                                                  | Becle SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 529900JY55CZKMJLCE09       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $688163.82     | 0.00%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco de Chile                                                                   | Banco de Chile                                                                                                                | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $365080.46     | 0.00%             | 2031-12-09      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    1436236 | PA      | $1487968.93    | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                              | Alfa Desarrollo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |    1226082 | PA      | $971007.98     | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 984500D2C0CDC0BFDD35       | Long             | DBT              | CORP              | MX        |    1045000 | PA      | $1040578.71    | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Macro SA                                                                   | Banco Macro SA                                                                                                                | CUSIP: N/A<br>LEI: 579100KKDKKIFEBKK040       | Long             | DBT              | CORP              | AR        |     600000 | PA      | $613585.51     | 0.00%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco General SA                                                                 | Banco General SA                                                                                                              | CUSIP: N/A<br>LEI: 549300B5C08LGDFB7205       | Long             | DBT              | CORP              | PA        |     600000 | PA      | $596047.07     | 0.00%             | 2027-08-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa                                                       | CUSIP: N/A<br>LEI: 9598007PWYZP4GP23S45       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $599525.34     | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                                                                    | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | PE        |     400000 | PA      | $395433.73     | 0.00%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                          | Banco Nacional de Comercio Exterior SNC                                                                                       | CUSIP: N/A<br>LEI: 4469000001BL6VG3DH44       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $616430.19     | 0.00%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA                                                        | Banco Santander Mexico SA                                                                                                     | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $616114.04     | 0.00%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                         | Banco Nacional de Panama                                                                                                      | CUSIP: N/A<br>LEI: 529900H2Q7WMDKKIW109       | Long             | DBT              | CORP              | PA        |    1000000 | PA      | $898524.65     | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |     820000 | PA      | $664517.10     | 0.00%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |     400000 | PA      | $382201.15     | 0.00%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                      | B3 SA - Brasil Bolsa Balcao                                                                                                   | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | DBT              | CORP              | BR        |     800000 | PA      | $747400.07     | 0.00%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caja de Compensacion de Asignacion Familiar de Los Andes                         | Caja de Compensacion de Asignacion Familiar de Los Andes                                                                      | CUSIP: N/A<br>LEI: 549300VGDEQ1WZPVLL10       | Long             | DBT              | CORP              | CL        |     200000 | PA      | $209041.27     | 0.00%             | 2029-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                                   | Buffalo Energy Mexico Holdings                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     594804 | PA      | $636326.70     | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales SA                                                  | Telecomunicaciones Digitales SA                                                                                               | CUSIP: N/A<br>LEI: 5299008Q5GONPYNF9J32       | Long             | DBT              | CORP              | PA        |     600000 | PA      | $574816.36     | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                   | BBVA Mexico SA                                                                                                                | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $813942.01     | 0.00%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     800000 | PA      | $821844.90     | 0.00%             | 2030-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     800000 | PA      | $812636.41     | 0.00%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $384816.59     | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $353179.84     | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $569942.30     | 0.00%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |     450000 | PA      | $376324.98     | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $407172.57     | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $423706.31     | 0.00%             | 2045-02-12      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |     800000 | PA      | $831147.64     | 0.00%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $807635.18     | 0.00%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $602578.02     | 0.00%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    1300000 | PA      | $1229357.33    | 0.00%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |     955000 | PA      | $988141.11     | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Axia Energia SA                                                                  | Axia Energia SA                                                                                                               | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |     800000 | PA      | $809917.15     | 0.00%             | 2035-01-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Axia Energia SA                                                                  | Axia Energia SA                                                                                                               | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |     800000 | PA      | $769360.65     | 0.00%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                                      | CFE Fibra E                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     788639 | PA      | $783412.23     | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                        | Chile Electricity PEC SpA                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |     296106 | PA      | $271816.64     | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |     800000 | PA      | $748414.31     | 0.00%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $362141.64     | 0.00%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $396478.31     | 0.00%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                               | Colombia Telecomunicaciones SA ESP                                                                                            | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |     450000 | PA      | $422114.40     | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    1200000 | PA      | $1088452.78    | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $440124.02     | 0.00%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    1065000 | PA      | $1052053.01    | 0.00%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $591999.44     | 0.00%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                          | Cometa Energia SA de CV                                                                                                       | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |     555218 | PA      | $583468.95     | 0.00%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                               | CUSIP: N/A<br>LEI: 254900YU43PQQ27Q0E71       | Long             | DBT              | NUSS              | SV        |     600000 | PA      | $637167.93     | 0.00%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $546190.59     | 0.00%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $553836.72     | 0.00%             | 2045-06-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    1100000 | PA      | $962255.73     | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $592070.25     | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $362249.48     | 0.00%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $402686.58     | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     800000 | PA      | $808500.11     | 0.00%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                        | Cia Cervecerias Unidas SA                                                                                                     | CUSIP: N/A<br>LEI: 529900BJW9B0O6LI2R39       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $547014.23     | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                        | Consorcio Transmantaro SA                                                                                                     | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |     800000 | PA      | $779092.76     | 0.00%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Consorcio Transmantaro SA                                                        | Consorcio Transmantaro SA                                                                                                     | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |     400000 | PA      | $391507.95     | 0.00%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $950114.13     | 0.00%             | 2043-10-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     800000 | PA      | $689497.34     | 0.00%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $991001.31     | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1250000 | PA      | $1005563.78    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1090106.46    | 0.00%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $943864.37     | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    3029000 | PA      | $2097200.43    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1200000 | PA      | $1132899.13    | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     800000 | PA      | $761202.86     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $253801.58     | 0.00%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $998120.16     | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1449629.43    | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1425753.84    | 0.00%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1491958.59    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1481893.44    | 0.00%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1495182.52    | 0.00%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     965000 | PA      | $957781.30     | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                               | Corp. Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $368712.56     | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                               | Corp. Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $398641.30     | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1498906.21    | 0.00%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1900000 | PA      | $1907097.69    | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     950000 | PA      | $919809.50     | 0.00%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1200000 | PA      | $1216885.50    | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1700000 | PA      | $1626742.67    | 0.00%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    2100000 | PA      | $2020573.33    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    3250000 | PA      | $2822981.29    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    3100000 | PA      | $2927962.71    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1500000 | PA      | $1322454.58    | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1650000 | PA      | $1647441.94    | 0.00%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1750000 | PA      | $1752238.79    | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1200000 | PA      | $1263510.01    | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     800000 | PA      | $822717.60     | 0.00%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    2000000 | PA      | $2086674.44    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1015000 | PA      | $1058234.23    | 0.00%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1800000 | PA      | $1760199.74    | 0.00%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1200000 | PA      | $1170475.45    | 0.00%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1600000 | PA      | $1556991.86    | 0.00%             | 2038-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $630167.39     | 0.00%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $417874.92     | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $385372.99     | 0.00%             | 2038-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Embotelladora Andina SA                                                          | Embotelladora Andina SA                                                                                                       | CUSIP: N/A<br>LEI: 254900NNPKP1J9XTSA53       | Long             | DBT              | CORP              | CL        |     200000 | PA      | $153018.20     | 0.00%             | 2050-01-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     400000 | PA      | $383314.95     | 0.00%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1000000 | PA      | $1090963.71    | 0.00%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1400000 | PA      | $1541883.28    | 0.00%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1400000 | PA      | $1450912.84    | 0.00%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1400000 | PA      | $1501141.55    | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1500000 | PA      | $1687500.00    | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: —       |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     450000 | PA      | $372804.95     | 0.00%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $404214.54     | 0.00%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $631386.85     | 0.00%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     800000 | PA      | $827628.37     | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Empresa Nacional de Telecomunicaciones SA                                        | Empresa Nacional de Telecomunicaciones SA                                                                                     | CUSIP: N/A<br>LEI: 529900N4SUIP0URJT330       | Long             | DBT              | CORP              | CL        |     900000 | PA      | $802096.91     | 0.00%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Empresa de Transmision Electrica SA                                              | Empresa de Transmision Electrica SA                                                                                           | CUSIP: N/A<br>LEI: 254900RX1DOMC83TZ320       | Long             | DBT              | NUSS              | PA        |     400000 | PA      | $314865.91     | 0.00%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENA Master Trust                                                                 | ENA Master Trust                                                                                                              | CUSIP: N/A<br>LEI: 549300CBCHB6Q73VG753       | Long             | DBT              | CORP              | PA        |     400000 | PA      | $324550.82     | 0.00%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | Empresa de los Ferrocarriles del Estado                                                                                       | CUSIP: N/A<br>LEI: 8755006LY8XNRFOGWN86       | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $252927.36     | 0.00%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | Empresa de los Ferrocarriles del Estado                                                                                       | CUSIP: N/A<br>LEI: 8755006LY8XNRFOGWN86       | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $274306.09     | 0.00%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $549023.26     | 0.00%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $383146.33     | 0.00%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $855536.05     | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $415493.32     | 0.00%             | 2061-09-13      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $378451.88     | 0.00%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $630897.48     | 0.00%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     600000 | PA      | $596503.66     | 0.00%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |     666700 | PA      | $640317.86     | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |     800000 | PA      | $772198.12     | 0.00%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Fermaca Enterprises S de RL de CV                                                | Fermaca Enterprises S de RL de CV                                                                                             | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | MX        |     321866 | PA      | $326946.52     | 0.00%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Falabella SA                                                                     | Falabella SA                                                                                                                  | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $544159.34     | 0.00%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $388347.15     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $413770.31     | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $408463.08     | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                   | FIBRA Prologis                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     400000 | PA      | $395121.24     | 0.00%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                   | FIBRA Prologis                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     600000 | PA      | $590400.48     | 0.00%             | 2038-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GCC SAB de CV                                                                    | GCC SAB de CV                                                                                                                 | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $551226.76     | 0.00%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                         | Barbados Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900UD1KUUS4SFD905       | Long             | DBT              | NUSS              | BB        |     500000 | PA      | $534783.21     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                                  | GNL Quintero SA                                                                                                               | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |     494400 | PA      | $495226.66     | 0.00%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $609170.18     | 0.00%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | DBT              | CORP              | MX        |     200000 | PA      | $195747.22     | 0.00%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $357576.09     | 0.00%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $457558.46     | 0.00%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: 529900BECKHBL62WD126       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $388517.92     | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: 529900BECKHBL62WD126       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $583837.68     | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                                                              | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |    1600000 | PA      | $1692542.37    | 0.00%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                                                              | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |    1600000 | PA      | $1784749.81    | 0.00%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $513877.86     | 0.00%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $391765.62     | 0.00%             | 2030-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $665866.92     | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $390026.02     | 0.00%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     400000 | PA      | $399890.39     | 0.00%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     400000 | PA      | $397879.96     | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     400000 | PA      | $397879.31     | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    1400000 | PA      | $1385443.39    | 0.00%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     700000 | PA      | $704865.13     | 0.00%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     600000 | PA      | $536732.02     | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     400000 | PA      | $347421.88     | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     600000 | PA      | $603827.45     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    1000000 | PA      | $1067971.22    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     600000 | PA      | $653049.42     | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $854275.79     | 0.00%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     600000 | PA      | $621973.43     | 0.00%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $835240.07     | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $864260.87     | 0.00%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Heritage Petroleum Co. Ltd.                                                      | Heritage Petroleum Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 25490055MYPABN06OA04       | Long             | DBT              | CORP              | TT        |     400000 | PA      | $409275.06     | 0.00%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     550000 | PA      | $546821.74     | 0.00%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    1000000 | PA      | $1145962.67    | 0.00%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Hunt Oil Co. of Peru LLC Sucursal Del Peru                                       | Hunt Oil Co. of Peru LLC Sucursal Del Peru                                                                                    | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | PE        |     600000 | PA      | $643551.71     | 0.00%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $588575.09     | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $742950.52     | 0.00%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $330258.80     | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Infraestructura Energetica Nova SAPI de CV                                       | Infraestructura Energetica Nova SAPI de CV                                                                                    | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |     610000 | PA      | $481078.72     | 0.00%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                       | Infraestructura Energetica Nova SAPI de CV                                                                                    | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $751735.44     | 0.00%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                          | Instituto Costarricense de Electricidad                                                                                       | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | NUSS              | CR        |     600000 | PA      | $588980.02     | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| InRetail Consumer                                                                | InRetail Consumer                                                                                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |     600000 | PA      | $578712.06     | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd.                                                              | Intercorp Peru Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300L0OFVSOE4NSY75       | Long             | DBT              | CORP              | BS        |     400000 | PA      | $385240.99     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $346284.39     | 0.00%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $620653.00     | 0.00%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $442315.68     | 0.00%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $399220.37     | 0.00%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $376158.14     | 0.00%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $353099.25     | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $1009867.79    | 0.00%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $403802.06     | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |     400000 | PA      | $399593.73     | 0.00%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Interchile SA                                                                    | Interchile SA                                                                                                                 | CUSIP: N/A<br>LEI: 549300Y105FQQX6RCE16       | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $831984.68     | 0.00%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                                                                          | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |     535000 | PA      | $552560.52     | 0.00%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                                                                          | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |     600000 | PA      | $597766.16     | 0.00%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark de Mexico SAB de CV                                               | Kimberly-Clark de Mexico SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $543215.87     | 0.00%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: —       |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                                       | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | DBT              | CORP              | CL        |    1400000 | PA      | $1426226.75    | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                                       | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | DBT              | CORP              | CL        |     755000 | PA      | $766345.52     | 0.00%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     600000 | PA      | $522226.59     | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     400000 | PA      | $394849.31     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    2200000 | PA      | $1907326.42    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                    | Cia de Minas Buenaventura SAA                                                                                                 | CUSIP: N/A<br>LEI: 529900WQB1ZU9KB6EL71       | Long             | DBT              | CORP              | PE        |     600000 | PA      | $615313.78     | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1024710.02    | 0.00%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $821392.37     | 0.00%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Minsur SA                                                                        | Minsur SA                                                                                                                     | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |     600000 | PA      | $575442.82     | 0.00%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mobiliare Latam SA                                                               | Mobiliare Latam SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     400000 | PA      | $400418.06     | 0.00%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Nemak SAB de CV                                                                  | Nemak SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000MY3DAIB0BP706       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $340046.63     | 0.00%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                                                                            | CUSIP: N/A<br>LEI: 254900V9UGCG42YQ6848       | Long             | DBT              | CORP              | PE        |    1200000 | PA      | $1214959.08    | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Pampa Energia SA                                                                 | Pampa Energia SA                                                                                                              | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |     720000 | PA      | $753059.61     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1030000 | PA      | $1038303.66    | 0.00%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     600000 | PA      | $560361.48     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1200000 | PA      | $1087758.05    | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     608000 | PA      | $610580.98     | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     600000 | PA      | $533327.96     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     400000 | PA      | $374510.10     | 0.00%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     600000 | PA      | $623870.26     | 0.00%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     600000 | PA      | $629633.72     | 0.00%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     800000 | PA      | $844536.03     | 0.00%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Peru LNG SRL                                                                     | Peru LNG SRL                                                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |     666800 | PA      | $647225.93     | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |     800000 | PA      | $651212.51     | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |    2000000 | PA      | $1405681.81    | 0.00%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Provincia de Cordoba                                                             | Provincia de Cordoba                                                                                                          | CUSIP: N/A<br>LEI: 5299006CLM2Z97AATT29       | Long             | DBT              | NUSS              | AR        |     800000 | PA      | $831684.28     | 0.00%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Provincia de Cordoba                                                             | Provincia de Cordoba                                                                                                          | CUSIP: N/A<br>LEI: 5299006CLM2Z97AATT29       | Long             | DBT              | NUSS              | AR        |     600000 | PA      | $578528.16     | 0.00%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                               | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |     600000 | PA      | $560137.86     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pluspetrol SA                                                                    | Pluspetrol SA                                                                                                                 | CUSIP: N/A<br>LEI: 254900QSCHBUBX6J6H71       | Long             | DBT              | CORP              | AR        |     600000 | PA      | $625945.95     | 0.00%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Pluspetrol SA                                                                    | Pluspetrol SA                                                                                                                 | CUSIP: N/A<br>LEI: 254900QSCHBUBX6J6H71       | Long             | DBT              | CORP              | AR        |     600000 | PA      | $620757.03     | 0.00%             | 2031-05-18      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $332680.43     | 0.00%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $603591.24     | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     400000 | PA      | $402901.51     | 0.00%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                            | Pluspetrol Camisea SA                                                                                                         | CUSIP: N/A<br>LEI: 254900VNCHIPPJ2OFY98       | Long             | DBT              | CORP              | PE        |     600000 | PA      | $626609.61     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |    4301309 | PA      | $4310984.57    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Province of Santa Fe                                                             | Province of Santa Fe                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |     800000 | PA      | $784194.87     | 0.00%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 984500D2C0CDC0BFDD35       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $613672.39     | 0.00%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $597993.21     | 0.00%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |     600000 | PA      | $472200.95     | 0.00%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |     800000 | PA      | $548035.45     | 0.00%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |     800000 | PA      | $861652.46     | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $1007022.61    | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                                      | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |     600000 | PA      | $627181.94     | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                                              | Scotiabank Peru SAA                                                                                                           | CUSIP: N/A<br>LEI: 5493001E54CPRG5J5Q41       | Long             | DBT              | CORP              | PE        |     400000 | PA      | $409316.52     | 0.00%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                     | Tecpetrol SA                                                                                                                  | CUSIP: N/A<br>LEI: 529900C0GOV3UC7ZMZ16       | Long             | DBT              | CORP              | AR        |     800000 | PA      | $820426.96     | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: N/A<br>LEI: 549300MKPIRSJD8SB782       | Long             | DBT              | CORP              | AR        |     850000 | PA      | $905298.20     | 0.00%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: N/A<br>LEI: 549300MKPIRSJD8SB782       | Long             | DBT              | CORP              | AR        |    1000000 | PA      | $1059792.36    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: N/A<br>LEI: 549300MKPIRSJD8SB782       | Long             | DBT              | CORP              | AR        |     700000 | PA      | $720741.83     | 0.00%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                      | Telefonica Moviles Chile SA                                                                                                   | CUSIP: N/A<br>LEI: 549300PDWJ2U6A15B785       | Long             | DBT              | CORP              | CL        |     500000 | PA      | $392883.42     | 0.00%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                                           | Total Play Telecomunicaciones SA de CV                                                                                        | CUSIP: N/A<br>LEI: 4469000001BSAPAMOQ06       | Long             | DBT              | CORP              | MX        |     870000 | PA      | $813919.20     | 0.00%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Transportadora de Gas Internacional SA ESP                                       | Transportadora de Gas Internacional SA ESP                                                                                    | CUSIP: N/A<br>LEI: 529900780HCVLCEM2440       | Long             | DBT              | CORP              | CO        |     600000 | PA      | $601652.60     | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                                                 | Transportadora de Gas del Sur SA                                                                                              | CUSIP: N/A<br>LEI: 5299002TRC7IFQYSW596       | Long             | DBT              | CORP              | AR        |     600000 | PA      | $618770.38     | 0.00%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Peru SA                                                | Transportadora de Gas del Peru SA                                                                                             | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |     480000 | PA      | $477579.10     | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $947419.25     | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $550173.62     | 0.00%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |     600000 | PA      | $579094.15     | 0.00%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |     455000 | PA      | $462662.15     | 0.00%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |     800000 | PA      | $818587.32     | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TT        |    1000000 | PA      | $1022438.83    | 0.00%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TT        |     600000 | PA      | $634065.32     | 0.00%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     273000 | PA      | $264351.01     | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     670000 | PA      | $620131.59     | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     200000 | PA      | $216068.16     | 0.00%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     600000 | PA      | $646159.24     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     327000 | PA      | $318144.51     | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     498000 | PA      | $541804.93     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     200000 | PA      | $217391.66     | 0.00%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     200000 | PA      | $199950.60     | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     530000 | PA      | $488862.55     | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                    | CUSIP: N/A<br>LEI: 549300FE4UJNCG1DB123       | Long             | DBT              | CORP              | AR        |     670000 | PA      | $687053.64     | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                    | CUSIP: N/A<br>LEI: 549300FE4UJNCG1DB123       | Long             | DBT              | CORP              | AR        |    1000000 | PA      | $1061329.83    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                                         | CUSIP: N/A<br>LEI: 549300XKJ91C4SZLG750       | Long             | DBT              | CORP              | PE        |     800000 | PA      | $822896.60     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Votorantim Cimentos International SA                                             | Votorantim Cimentos International SA                                                                                          | CUSIP: N/A<br>LEI: 635400TDXGDD6FQOI583       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $453048.30     | 0.00%             | 2041-04-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     585000 | PA      | $587723.41     | 0.00%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     550000 | PA      | $496158.71     | 0.00%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     631000 | PA      | $649696.96     | 0.00%             | 2029-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     505000 | PA      | $503464.52     | 0.00%             | 2033-09-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     790000 | PA      | $842256.05     | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     780000 | PA      | $825733.19     | 0.00%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    1800000 | PA      | $1879899.37    | 0.01%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: 85704AAA5<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    1000000 | PA      | $1000747.77    | 0.00%             | 2033-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                           | Nickel Industries Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |     800000 | PA      | $831637.42     | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | DBT              | CORP              | NO        |     655000 | PA      | $727392.47     | 0.00%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings                                                               | ATP Tower Holdings                                                                                                            | CUSIP: N/A<br>LEI: 254900CIKL1FQZ45N873       | Long             | DBT              | CORP              | US        |     500000 | PA      | $511444.05     | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                         | Azul Secured Finance LLP                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1241448.80    | 0.00%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |     800000 | PA      | $600155.07     | 0.00%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |     800000 | PA      | $825501.70     | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |     790000 | PA      | $843322.12     | 0.00%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |     600000 | PA      | $599126.19     | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Braskem America Finance Co.                                                      | Braskem America Finance Co.                                                                                                   | CUSIP: N/A<br>LEI: 254900QMQAJ26H49CL75       | Long             | DBT              | CORP              | US        |     600000 | PA      | $340167.38     | 0.00%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canpack SA                                                                       | Canpack SA                                                                                                                    | CUSIP: N/A<br>LEI: 259400TS8W5E4ILGVP08       | Long             | DBT              | CORP              | US        |     725000 | PA      | $685442.01     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |     637000 | PA      | $581601.87     | 0.00%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hanwha Futureproof Corp.                                                         | Hanwha Futureproof Corp.                                                                                                      | CUSIP: N/A<br>LEI: 9884007L4WD2KH9RM154       | Long             | DBT              | CORP              | US        |     400000 | PA      | $402720.16     | 0.00%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hanwha Energy USA Holdings Corp.                                                 | Hanwha Energy USA Holdings Corp.                                                                                              | CUSIP: N/A<br>LEI: 549300VVIE7XDIYNIT55       | Long             | DBT              | CORP              | US        |     400000 | PA      | $399750.17     | 0.00%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hanwha Q Cells Americas Holdings Corp.                                           | Hanwha Q Cells Americas Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 988400471QDZGCLXRM35       | Long             | DBT              | CORP              | US        |     400000 | PA      | $404672.84     | 0.00%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                               | Kosmos Energy Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |     400000 | PA      | $369122.71     | 0.00%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kraton Corp.                                                                     | Kraton Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 549300UKP7HNTB21X136       | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $1007226.53    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900LHVH9D3APT8R82       | Long             | DBT              | CORP              | US        |     800000 | PA      | $715528.78     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1052668.31    | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SierraCol Energy Andina LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     600000 | PA      | $608152.36     | 0.00%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                         | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |     600000 | PA      | $571981.59     | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                            | Greenko Power II Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | MU        |     760000 | PA      | $726407.23     | 0.00%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |     985000 | PA      | $992860.86     | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | DBT              | CORP              | CN        |     400000 | PA      | $400813.31     | 0.00%             | 2027-06-26      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Central International Development BVI Ltd.                                       | Central International Development BVI Ltd.                                                                                    | CUSIP: N/A<br>LEI: 655600LG6TIBTHAAMT06       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $403027.06     | 0.00%             | 2027-08-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dianjian Haiyu Ltd.                                                              | Dianjian Haiyu Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | CORP              | VG        |     400000 | PA      | $399358.61     | 0.00%             | 2027-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hongkong International Qingdao Co. Ltd.                                          | Hongkong International Qingdao Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300SGT6G2H5JRJN32       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $608323.16     | 0.00%             | 2027-09-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co. Ltd.                                                         | Industrial Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3003007Y03W5HH1MXR96       | Long             | DBT              | CORP              | CN        |     600000 | PA      | $600549.16     | 0.00%             | 2027-08-14      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |     870000 | PA      | $827566.21     | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |     200000 | PA      | $200647.94     | 0.00%             | 2027-09-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    2200000 | PA      | $2230774.19    | 0.01%             | 2030-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    1040000 | PA      | $1013134.35    | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $593137.35     | 0.00%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |     750000 | PA      | $653460.37     | 0.00%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |     200000 | PA      | $183055.55     | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     500000 | PA      | $498832.68     | 0.00%             | 2028-09-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    1500000 | PA      | $1425756.41    | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    1400000 | PA      | $1267440.36    | 0.00%             | 2036-09-23      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     200000 | PA      | $198377.39     | 0.00%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     400000 | PA      | $393216.67     | 0.00%             | 2035-11-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     800000 | PA      | $798027.04     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    1000000 | PA      | $1021818.83    | 0.00%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     400000 | PA      | $406328.67     | 0.00%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     800000 | PA      | $822198.25     | 0.00%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     800000 | PA      | $808775.64     | 0.00%             | 2040-03-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                                               | Bharti Airtel Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | DBT              | CORP              | IN        |     700000 | PA      | $656690.31     | 0.00%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |     533333 | PA      | $455410.78     | 0.00%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    1800000 | PA      | $1614190.45    | 0.00%             | 2030-10-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $403947.32     | 0.00%             | 2050-10-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $604996.09     | 0.00%             | 2027-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $611712.01     | 0.00%             | 2029-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1450000 | PA      | $1795067.31    | 0.00%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1450000 | PA      | $1598096.14    | 0.00%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    2000000 | PA      | $2405818.26    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    2200000 | PA      | $2136238.04    | 0.01%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1400000 | PA      | $1247405.74    | 0.00%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    2000000 | PA      | $2224144.51    | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    2000000 | PA      | $1884331.73    | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1300000 | PA      | $1324466.94    | 0.00%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1400000 | PA      | $1329173.94    | 0.00%             | 2047-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $796259.65     | 0.00%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     810000 | PA      | $717173.61     | 0.00%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $400665.02     | 0.00%             | 2028-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $202018.25     | 0.00%             | 2030-05-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |    1000000 | PA      | $1022564.58    | 0.00%             | 2035-01-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $394431.61     | 0.00%             | 2036-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $397036.42     | 0.00%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Ltd.                                                         | GENM Capital Labuan Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |    1000000 | PA      | $909147.96     | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp.                                                                  | GS Caltex Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400KLBPXB4WMBUX18       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $406839.24     | 0.00%             | 2028-08-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp.                                                                  | GS Caltex Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400KLBPXB4WMBUX18       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $196596.62     | 0.00%             | 2030-10-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Delhi International Airport Ltd.                                                 | Delhi International Airport Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800HBF5DARYMEUD12       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $620041.07     | 0.00%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |     600000 | PA      | $591307.66     | 0.00%             | 2030-09-10      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |     400000 | PA      | $394189.22     | 0.00%             | 2035-03-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                                   | Hanwha Life Insurance Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |    1000000 | PA      | $1032629.89    | 0.00%             | 2055-06-24      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $395353.25     | 0.00%             | 2027-08-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $607037.97     | 0.00%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404309.07     | 0.00%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                                   | JSW Steel Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $396591.01     | 0.00%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                                   | JSW Steel Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $589725.39     | 0.00%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: N/A<br>LEI: 6RPK2YDJN6L35AS0M510       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $197313.28     | 0.00%             | 2030-10-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $403429.66     | 0.00%             | 2027-08-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $1007335.19    | 0.00%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $399445.25     | 0.00%             | 2033-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $616613.96     | 0.00%             | 2030-01-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $392959.78     | 0.00%             | 2030-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $399592.77     | 0.00%             | 2029-01-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $588375.62     | 0.00%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Expressway Corp.                                                           | Korea Expressway Corp.                                                                                                        | CUSIP: N/A<br>LEI: 988400EZO9DR1OFL5772       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $403066.82     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400TFZILHBD5M3R71       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $398439.38     | 0.00%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $394492.80     | 0.00%             | 2027-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $599696.69     | 0.00%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $405626.32     | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $603236.75     | 0.00%             | 2029-07-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $199430.94     | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $204402.22     | 0.00%             | 2028-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $403062.37     | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $601049.24     | 0.00%             | 2028-11-12      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $593710.63     | 0.00%             | 2030-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $602876.99     | 0.00%             | 2027-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $608049.01     | 0.00%             | 2029-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $199408.78     | 0.00%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $597702.92     | 0.00%             | 2029-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $401972.78     | 0.00%             | 2028-03-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $201931.87     | 0.00%             | 2030-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     400000 | PA      | $396938.38     | 0.00%             | 2028-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     600000 | PA      | $600891.08     | 0.00%             | 2028-09-29      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $197084.00     | 0.00%             | 2030-09-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $398062.06     | 0.00%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $598862.07     | 0.00%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kyobo Life Insurance Co. Ltd.                                                    | Kyobo Life Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 988400Y298KYBHWRBS28       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404234.69     | 0.00%             | 2052-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                           | LLPL Capital Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |     539040 | PA      | $549429.36     | 0.00%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $943923.04     | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $613018.16     | 0.00%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $644320.51     | 0.00%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $386074.06     | 0.00%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $526543.17     | 0.00%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    1000000 | PA      | $904886.57     | 0.00%             | 2031-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $421440.14     | 0.00%             | 2051-10-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    2400000 | PA      | $2396667.01    | 0.01%             | 2028-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    2400000 | PA      | $2397975.22    | 0.01%             | 2030-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Sukuk Global Bhd.                                                       | Malaysia Sukuk Global Bhd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     750000 | PA      | $644168.06     | 0.00%             | 2046-04-27      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                                     | Medco Cypress Tree Pte. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900NKZ2Y3YZK4WC46       | Long             | DBT              | CORP              | SG        |     400000 | PA      | $417314.01     | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Sovereign Sukuk Bhd.                                                    | Malaysia Sovereign Sukuk Bhd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     400000 | PA      | $352609.15     | 0.00%             | 2045-04-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Bhd.                                                       | Malaysia Wakala Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MRLMI21YQTK511       | Long             | DBT              | NUSS              | MY        |     750000 | PA      | $679733.73     | 0.00%             | 2031-04-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Bhd.                                                       | Malaysia Wakala Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MRLMI21YQTK511       | Long             | DBT              | NUSS              | MY        |     250000 | PA      | $175241.96     | 0.00%             | 2051-04-28      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $613039.01     | 0.00%             | 2028-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $604522.24     | 0.00%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     800000 | PA      | $813763.77     | 0.00%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $596253.19     | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $403806.76     | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     500000 | PA      | $504602.07     | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     700000 | PA      | $706208.92     | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404241.10     | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $410461.14     | 0.00%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two Labuan Ltd.                                                     | MISC Capital Two Labuan Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |     600000 | PA      | $595540.89     | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |     600000 | PA      | $563187.74     | 0.00%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State of Mongolia                                                                | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |     600000 | PA      | $617959.00     | 0.00%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: N/A<br>LEI: 988400GSDJCW3LKJBD20       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404280.48     | 0.00%             | 2029-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: N/A<br>LEI: 988400GSDJCW3LKJBD20       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200198.30     | 0.00%             | 2030-07-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Papua New Guinea Government International Bond                                   | Papua New Guinea Government International Bond                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PG        |     480000 | PA      | $500369.94     | 0.00%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1020699.78    | 0.00%             | 2029-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1201654.07    | 0.00%             | 2034-07-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $577115.65     | 0.00%             | 2054-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $1215856.55    | 0.00%             | 2030-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |     800000 | PA      | $801048.54     | 0.00%             | 2034-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $584031.91     | 0.00%             | 2054-11-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1600000 | PA      | $1404404.44    | 0.00%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    2100000 | PA      | $2031762.45    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    2800000 | PA      | $2425250.39    | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1000000 | PA      | $879081.85     | 0.00%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1600000 | PA      | $1635099.16    | 0.00%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1800000 | PA      | $1855485.09    | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1600000 | PA      | $1651287.72    | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1800000 | PA      | $1199092.22    | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1400000 | PA      | $1258432.96    | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $803201.35     | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings, Inc.                                                             | POSCO Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $404468.29     | 0.00%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings, Inc.                                                             | POSCO Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $412414.00     | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pelabuhan Indonesia Persero PT                                                   | Pelabuhan Indonesia Persero PT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     420000 | PA      | $382854.56     | 0.00%             | 2045-05-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $622681.61     | 0.00%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |    1228000 | PA      | $1206289.79    | 0.00%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |    1400000 | PA      | $1321393.15    | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pertamina Geothermal Energy PT                                                   | Pertamina Geothermal Energy PT                                                                                                | CUSIP: N/A<br>LEI: 2549009CVV6Y7H26NV14       | Long             | DBT              | CORP              | ID        |     400000 | PA      | $402050.75     | 0.00%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cikarang Listrindo Tbk. PT                                                       | Cikarang Listrindo Tbk. PT                                                                                                    | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |     400000 | PA      | $401970.69     | 0.00%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     700000 | PA      | $730968.76     | 0.00%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     200000 | PA      | $206805.23     | 0.00%             | 2048-11-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $1016907.40    | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     600000 | PA      | $555682.24     | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     600000 | PA      | $600139.72     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    1400000 | PA      | $1402781.27    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $980120.22     | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hutama Karya Persero PT                                                          | Hutama Karya Persero PT                                                                                                       | CUSIP: N/A<br>LEI: 2549009QN3GU8QCI7Q61       | Long             | DBT              | NUSS              | ID        |     650000 | PA      | $621776.39     | 0.00%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |     600000 | PA      | $442421.75     | 0.00%             | 2059-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |     200000 | PA      | $188989.05     | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |     660000 | PA      | $645879.55     | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Co. Ltd.                                                     | PTT Treasury Center Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900FBQLIN5XACCX50       | Long             | DBT              | CORP              | TH        |     200000 | PA      | $174172.01     | 0.00%             | 2042-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    1000000 | PA      | $905190.43     | 0.00%             | 2045-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     850000 | PA      | $838364.24     | 0.00%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: —       |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     250000 | PA      | $270300.06     | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    1390000 | PA      | $1255667.35    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     750000 | PA      | $517429.06     | 0.00%             | 2062-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    1750000 | PA      | $1240269.51    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                            | ReNew Wind Energy AP2                                                                                                         | CUSIP: N/A<br>LEI: 335800HUUTPY6YMI3284       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $578000.90     | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                                     | Renew Treasury Ifsc Pvt Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 335800IK4XWJ5637BW61       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $597515.75     | 0.00%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROP Sukuk Trust                                                                  | ROP Sukuk Trust                                                                                                               | CUSIP: N/A<br>LEI: 254900RB1RTZ84ZMF446       | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $203059.01     | 0.00%             | 2029-06-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |     800000 | PA      | $764625.92     | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |     400000 | PA      | $366770.35     | 0.00%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |     600000 | PA      | $457771.10     | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $606398.50     | 0.00%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |     800000 | PA      | $812266.80     | 0.00%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |     600000 | PA      | $612300.43     | 0.00%             | 2028-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $620624.81     | 0.00%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $605870.08     | 0.00%             | 2030-05-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |     800000 | PA      | $799217.38     | 0.00%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |     700000 | PA      | $712649.93     | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $210187.97     | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $197892.57     | 0.00%             | 2031-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $390778.74     | 0.00%             | 2036-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $397497.95     | 0.00%             | 2030-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    1000000 | PA      | $909852.06     | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    1900000 | PA      | $1961203.00    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     700000 | PA      | $768496.46     | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     800000 | PA      | $821913.21     | 0.00%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     600000 | PA      | $597949.99     | 0.00%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     400000 | PA      | $397551.50     | 0.00%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Summit Digitel Infrastructure Ltd.                                               | Summit Digitel Infrastructure Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3358004TNI1SSIQ9BQ37       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $359948.48     | 0.00%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300NH03B9E8VGJR89       | Long             | DBT              | CORP              | TH        |     800000 | PA      | $783981.41     | 0.00%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                              | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |     564450 | PA      | $582101.50     | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                                            | UltraTech Cement Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | DBT              | CORP              | IN        |     400000 | PA      | $364692.98     | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                        | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800WU93PC1E28MY29       | Long             | DBT              | CORP              | IN        |     398000 | PA      | $409735.23     | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dhafrah Pv2 Energy Co. LLC                                                       | Dhafrah Pv2 Energy Co. LLC                                                                                                    | CUSIP: N/A<br>LEI: 529900AHXZA1YRZN9C67       | Long             | DBT              | CORP              | AE        |     800000 | PA      | $793141.61     | 0.00%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer